Mean square stabilization of linear systems by mean zero noise

DOI10.1080/17442509908834209zbMath0941.60079OpenAlexW2043270467MaRDI QIDQ4719382

Roman V. Bobryk, Łukasz Stettner

Publication date: 4 January 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834209

zbMATH Keywords

stabilitystabilization by noisestochastic linear systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (6)

Closure method and asymptotic expansions for linear stochastic systems ⋮ \(p\)th moment stability of discrete-time Markov jump systems by extended system method ⋮ Stochastic stability of coupled oscillators ⋮ A Closure Procedure for Random Vibration Parametric Resonances ⋮ Moment stability for linear systems with a random parametric excitation ⋮ Colored-noise-induced parametric resonance

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• Statistical Behavior of Linear Systems with Randomly Varying Parameters
• Inequalities: theory of majorization and its applications

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