Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems

DOI10.1007/S11424-011-9018-ZzbMath1225.93116OpenAlexW2005522015MaRDI QIDQ545451

Qi He, G. George Yin

Publication date: 22 June 2011

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-011-9018-z

zbMATH Keywords

Lyapunov exponentinvariant densityrandomly switching ordinary differential equation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Related Items (2)

Positive observer design for positive Markovian jump systems with partly known transition rates ⋮ Multicolour Poisson matching

Cites Work

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• Stability of random-switching systems of differential equations
• Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
• Stochastic Differential Equations with Markovian Switching

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