Evaluation of the growth rate of the state vector in a generalized linear stochastic system

DOI10.3103/S1063454107030090zbMath1143.93344MaRDI QIDQ946014

Nikolai Krivulin

Publication date: 22 September 2008

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

second-order systemsstochastic dynamical modelsman rate of growth of system state vector

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57) Discrete event control/observation systems (93C65) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Calculating the Lyapunov exponent for generalized linear systems with exponentially distributed elements of the transition matrix

Cites Work

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• The growth rate of state vector in a generalized linear dynamical system with random triangular matrix
• Subadditive ergodic theory
• Discrete event systems with stochastic processing times

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