Almost sure stability of stochastic linear systems with ergodic parameters

DOI10.3166/ejc.14.114-123zbMath1360.93733OpenAlexW2035008364MaRDI QIDQ522717

Paolo Bolzern, De Nicolao, Giuseppe, Colaneri, Patrizio

Publication date: 19 April 2017

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.14.114-123

zbMATH Keywords

Monte Carlo methodsergodic processesalmost sure stabilitystochastic linear systems

Mathematics Subject Classification ID

(H^infty)-control (93B36) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

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