A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems

SIAM Journal on Applied Mathematics ◽

10.1137/0144057 ◽

1984 ◽

Vol 44 (4) ◽

pp. 793-802 ◽

Author(s):

Ludwig Arnold

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

Moment Stability

Download Full-text

Direct algebraic criteria for exponential moment stability of linear stochastic systems

Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334) ◽

10.1109/acc.2000.876932 ◽

2000 ◽

Author(s):

Yao Hongzhu ◽

Deng Feiqi ◽

Chen Jintang ◽

Liu Yongqing

Keyword(s):

Stochastic Systems ◽

Exponential Moment ◽

Linear Stochastic Systems ◽

Moment Stability

Download Full-text

Necessary and Sufficient Conditions for $2p$th Moment Stability of Several Classes of Linear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2019.2945892 ◽

2020 ◽

Vol 65 (7) ◽

pp. 3084-3091 ◽

Author(s):

Shixian Luo ◽

Feiqi Deng

Keyword(s):

Stochastic Systems ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Linear Stochastic Systems ◽

Necessary And Sufficient ◽

Moment Stability

Download Full-text

Higher Order Moment Stability of Linear Stochastic Systems with State-Dependent Noises

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.14.604 ◽

1978 ◽

Vol 14 (5) ◽

pp. 604-605

Author(s):

Takayoshi NAKAMIZO

Keyword(s):

Stochastic Systems ◽

Higher Order ◽

Order Moment ◽

State Dependent ◽

Linear Stochastic Systems ◽

Moment Stability

Download Full-text

Simple general method to analyse the moment stability and sensitivity of non-linear stochastic systems with or without delay

International Journal of Systems Science ◽

10.1080/00207728808967591 ◽

1988 ◽

Vol 19 (1) ◽

pp. 111-124 ◽

Author(s):

GUY JUMARIE

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

Moment Stability ◽

Download Full-text

Criteria for Moment Stability of Linear Stochastic Systems

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.19750550913 ◽

1975 ◽

Vol 55 (9) ◽

pp. 532-533

Author(s):

J. L. Willems

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

Moment Stability

Download Full-text

Moment stability of linear stochastic systems with solvable Lie algebras

IEEE Transactions on Automatic Control ◽

10.1109/tac.1976.1101163 ◽

1976 ◽

Vol 21 (2) ◽

pp. 285-285 ◽

Author(s):

J. Willems ◽

D. Aeyels

Keyword(s):

Lie Algebras ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Solvable Lie Algebras ◽

Moment Stability

Download Full-text

Conditions for the moment stability of linear stochastic systems

Systems & Control Letters ◽

10.1016/0167-6911(93)90064-d ◽

1993 ◽

Vol 20 (3) ◽

pp. 227-232 ◽

Author(s):

Roman V. Bobryk

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

Moment Stability

Download Full-text

Almost Periodic Parameters for the Second Moment Stability of Linear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2013.2279497 ◽

2014 ◽

Vol 59 (4) ◽

pp. 1072-1077 ◽

Author(s):

Alessandro N. Vargas ◽

Joao B. R. do Val

Keyword(s):

Stochastic Systems ◽

Almost Periodic ◽

Second Moment ◽

Linear Stochastic Systems ◽

Moment Stability

Download Full-text

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 ◽

Download Full-text

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

Download Full-text