ON ESTIMATION OF TRANSIENT STOCHASTIC STABILITY OF LINEAR SYSTEMS

DOI10.1142/S0219493710003017zbMath1197.93159OpenAlexW2150681304MaRDI QIDQ4932790

Soumyendu Raha, Sk. Safique Ahmad

Publication date: 7 October 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493710003017

zbMATH Keywords

transient stabilitylogarithmic normItô stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Uses Software

• Eigtool

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stiffness of ODEs
• Stochastic stabilization and destabilization
• Numerical solutions of stochastic differential equations -- implementation and stability issues
• Nonnormality and stochastic differential equations
• The logarithmic norm. History and modern theory
• Noise suppresses or expresses exponential growth
• The Brockett stabilization problem
• Constraint Partitioning for Stability in Path-Constrained Dynamic Optimization Problems
• Numerical methods for strong solutions of stochastic differential equations: an overview
• On Logarithmic Norms
• Logarithmic Norms for Matrix Pencils
• Stochastic self-stabilization
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Multiple Time Scale Numerical Methods for the Inverted Pendulum Problem