Stability and stabilization of stochastic systems with multiplicative noise
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Control and Systems Engineering
Link
http://link.springer.com/content/pdf/10.1007/s12555-011-0202-7.pdf
Reference16 articles.
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3. J. L. Willems and J. C. Willems, “Feedback stabilizability for stochastic system with state and control dependent noise,” Automatica, vol. 12, no. 3, pp. 277–283, May 1976.
4. W. H. Zhang and B. S. Chen, “On stabilizability and exact observability of stochastic systems with their application,” Automatica, vol. 40, no. 1, pp. 87–94, January 2004.
5. M. A. Rami and X. Y. Zhou, “Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic control,” IEEE Trans. on Automatic Control, vol. 45, no. 6, pp. 1131–1142, June 2000.
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