Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-ν
From MaRDI portal
Publication:5097791
DOI10.1080/00207721.2022.2037781zbMath1498.93763OpenAlexW4212981230MaRDI QIDQ5097791
Publication date: 1 September 2022
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2022.2037781
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Differential-algebraic equations. A projector based analysis
- Stochastic differential-algebraic equations of index 1
- Stability radii of differential-algebraic equations with respect to stochastic perturbations
- Numerical solution of differential algebraic Riccati equations
- Singular difference equations: an overview
- Control for discrete singular hybrid systems
- Existence and uniqueness of solutions of linear variable coefficient discrete-time descriptor systems
- Mean stability of stochastic difference systems
- Control of linear dynamic market systems
- Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
- Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
- A stochastic difference equation
- Stability of discrete-time linear systems with Markovian jumping parameters
- Extended dissipative anti-disturbance control for delayed switched singular semi-Markovian jump systems with multi-disturbance via disturbance observer
- Stability analysis of discrete-time semi-Markov jump linear systems with partly unknown semi-Markov kernel
- Some remarks on stability of stochastic singular systems with state-dependent noise
- Stochastic stability analysis for discrete-time singular Markov jump systems with time-varying delay and piecewise-constant transition probabilities
- Linear stochastic differential-algebraic equations with constant coefficients
- Mean square exponential stability of impulsive stochastic difference equations
- Lyapunov Functionals and Stability of Stochastic Difference Equations
- Dynamic equations in descriptor form
- Exponential Stability and Robust Stability for Linear Time-Varying Singular Systems of Second Order Difference Equations
- Stochastic implicit difference equations of index-1
- State Estimation and Sliding-Mode Control of Markovian Jump Singular Systems
- Stability Analysis of Implicit Difference Equations Under Restricted Perturbations
- Stability and Robust Stability of Linear Time-Invariant Delay Differential-Algebraic Equations
- Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
- Mean square exponential stability of discrete-time Markov switched stochastic neural networks with partially unstable subsystems and mixed delays
This page was built for publication: Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-ν