LP-stabilization problem for linear stochastic control systems with multiplicative noise
β Scribed by T. Sasagawa
- Publisher
- Springer
- Year
- 1989
- Tongue
- English
- Weight
- 868 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0022-3239
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π SIMILAR VOLUMES
A new concept may be usedJbr the analysis of stochastic systems with multiplicative noise, by means of the decomposition q/the associated Lie algebra in simple subalgebra and a radical.
## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of secondβorder weak schemes when applied to 2βdimensional linear stochastic differential systems with one multiplicative noise. (Β© 2004 WILEYβVCH Verlag GmbH &
## Abstract The relationship between the spectral radius and the decay rate for discrete stochastic systems is investigated. Several equivalent conditions are obtained, which guarantee a specified decay rate of the closedβloop systems. Based on the relationship, this paper provides a design method