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

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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

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Feedback stabilizability of non-linear stochastic systems with state-dependent noise

International Journal of Control ◽

10.1080/00207178708933764 ◽

1987 ◽

Vol 45 (2) ◽

pp. 729-737 ◽

Author(s):

Z. Y. GAO ◽

N. U. AHMED

Keyword(s):

Stochastic Systems ◽

State Dependent ◽

Linear Stochastic Systems ◽

Feedback Stabilizability

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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

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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

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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 ◽

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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

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Numerical differentiation and parameter estimation in higher-order linear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/9.489273 ◽

1996 ◽

Vol 41 (4) ◽

pp. 522-532 ◽

Author(s):

T.E. Duncan ◽

P. Mandl ◽

B. Pasik-Duncan

Keyword(s):

Parameter Estimation ◽

Stochastic Systems ◽

Numerical Differentiation ◽

Higher Order ◽

Order Linear ◽

Linear Stochastic Systems

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Stability of higher order moments for linear stochastic systems

Ingenieur-Archiv ◽

10.1007/bf00532180 ◽

1975 ◽

Vol 44 (2) ◽

pp. 123-129 ◽

Author(s):

J. L. Willems

Keyword(s):

Stochastic Systems ◽

Higher Order ◽

Higher Order Moments ◽

Linear Stochastic Systems

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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

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Higher order moment stability region for Markov jump systems based on cumulant generating function

10.1016/j.automatica.2018.03.032 ◽

2018 ◽

Vol 93 ◽

pp. 389-396 ◽

Author(s):

Xiaoli Luan ◽

Biao Huang ◽

Fei Liu

Keyword(s):

Generating Function ◽

Stability Region ◽

Higher Order ◽

Order Moment ◽

Markov Jump ◽

Markov Jump Systems ◽

Cumulant Generating Function ◽

Jump Systems ◽

Moment Stability

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