Stability of a Random Diffusion with Linear Drift

✍ Scribed by Gopal K. Basak; Arnab Bisi; Mrinal K. Ghosh

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 209 KB
• Volume: 202
• Category: Article
• ISSN: 0022-247X
• DOI: 10.1006/jmaa.1996.0336

✦ Synopsis

We consider a linear system with Markovian switching which is perturbed by Gaussian type noise. If the linear system is mean square stable then we show that under certain conditions the perturbed system is also stable. We also show that under certain conditions the linear system with Markovian switching can be stabilized by such noisy perturbation.