Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0043786 ◽

2006 ◽

pp. 206-220 ◽

Cited By ~ 2

Author(s):

Tze Leung Lai

Keyword(s):

Lyapunov Functions ◽

Stochastic Systems ◽

Recursive Algorithms ◽

Linear Stochastic Systems

Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems

SIAM Journal on Control and Optimization ◽

10.1137/0329059 ◽

1991 ◽

Vol 29 (5) ◽

pp. 1091-1127 ◽

Cited By ~ 10

Author(s):

Tze Leung Lai ◽

Zhiliang Ying

Keyword(s):

Adaptive Control ◽

Stochastic Systems ◽

Recursive Algorithms ◽

Linear Stochastic Systems ◽

Asymptotically Efficient

Strong Consistency of Variable Selection for Stationary Linear Stochastic Systems

2019 Chinese Control Conference (CCC) ◽

10.23919/chicc.2019.8866312 ◽

2019 ◽

Author(s):

ZHAO Wenxiao ◽

YIN G. George ◽

BAI Er-Wei

Keyword(s):

Variable Selection ◽

Strong Consistency ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Selection For

Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces

Journal of Mathematical Sciences ◽

10.1007/s10958-021-05303-8 ◽

2021 ◽

Author(s):

I. H. Novak ◽

A. O. Stanzhytskyi

Keyword(s):

Hilbert Spaces ◽

Invariant Measures ◽

Stochastic Systems ◽

Linear Stochastic Systems

Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion

Stochastic Analysis and Applications ◽

10.1081/sap-200029489 ◽

2004 ◽

Vol 22 (6) ◽

pp. 1487-1509 ◽

Cited By ~ 5

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Stochastic Systems ◽

Linear Stochastic Systems

Preview control for a class of linear stochastic systems with multiplicative noise

International Journal of Systems Science ◽

10.1080/00207721.2019.1672000 ◽

2019 ◽

Vol 50 (14) ◽

pp. 2592-2603

Author(s):

Jiang Wu ◽

Fucheng Liao ◽

Zhengguang Xu

Keyword(s):

Multiplicative Noise ◽

Stochastic Systems ◽

Preview Control ◽

Linear Stochastic Systems

Structured feedback control of discrete linear stochastic systems with quadratic costs

IEEE Transactions on Automatic Control ◽

10.1109/tac.1977.1101477 ◽

1977 ◽

Vol 22 (2) ◽

pp. 232-236 ◽

Cited By ~ 9

Author(s):

J. Katzberg

Keyword(s):

Feedback Control ◽

Stochastic Systems ◽

Linear Stochastic Systems

The stochastic observability for noisy non-linear stochastic systems†

International Journal of Control ◽

10.1080/00207177508922098 ◽

1975 ◽

Vol 22 (4) ◽

pp. 461-480 ◽

Cited By ~ 1

Author(s):

YOSHIFUMI SUNAHARA ◽

SHIN'ICHl AIHARA ◽

MASAYUKI SHIRAIWA

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

Non Linear

Distributed Fusion Receding Horizon Filtering in Linear Stochastic Systems

EURASIP Journal on Advances in Signal Processing ◽

10.1155/2009/929535 ◽

2009 ◽

Vol 2009 (1) ◽

Cited By ~ 3

Author(s):

IlYoung Song ◽

DuYong Kim ◽

YongHoon Kim ◽

SukJae Lee ◽

Vladimir Shin

Keyword(s):

Stochastic Systems ◽

Receding Horizon ◽

Linear Stochastic Systems ◽

Distributed Fusion

Fault diagnosis and statistical information tracking fault tolerant control for non-Gaussian non-linear stochastic systems

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8028458 ◽

2017 ◽

Author(s):

Yacun Guan ◽

Lifan Li ◽

Lina Yao

Keyword(s):

Fault Diagnosis ◽

Stochastic Systems ◽

Fault Tolerant ◽

Fault Tolerant Control ◽

Statistical Information ◽

Linear Stochastic Systems ◽

Non Linear ◽

Information Tracking ◽

Non Gaussian

Some remarks about moment controllability for linear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.1984.1103378 ◽

1984 ◽

Vol 29 (1) ◽

pp. 73-75 ◽

Cited By ~ 1

Author(s):

L. Socha

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems