Parametrization method for calculating exact stability bounds of stochastic linear systems with multiplicative noise

DOI10.1016/S0005-1098(96)80013-6zbMath0870.93049MaRDI QIDQ675289

Juan-Miguel Gracia

Publication date: 6 March 1997

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

asymptotic stabilitystochastic stabilitymultiplicative white noisemoment Lyapunov exponentslinear stochastic system\(p\)-stability

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (1)

Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems

Cites Work

• Lyapunov exponents. Proceedings of a Workshop held in Bremen, Germany, November 12-15, 1984
• LP-stabilization problem for linear stochastic control systems with multiplicative noise
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