Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters

Zhenting Hou; Jiaowan Luo; Peng Shi; Sing Kiong Nguang

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Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters

机译：具有半马尔可夫跳跃参数的Ito微分方程的随机稳定性

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摘要

In this note, the problem of stochastic stability for linear systems with jump parameters being semi-Markovian rather than full Markovian is further investigated. In particular, the system under consideration is described by Ito type nonlinear stochastic differential equations with phase type semi-Markovian jump parameters. Stochastic stability conditions are presented.

机译：在本文中，进一步研究了跳变参数为半马尔可夫而非完整马尔可夫的线性系统的随机稳定性问题。尤其是，所考虑的系统由具有相位类型半马尔可夫跳跃参数的Ito型非线性随机微分方程描述。介绍了随机稳定性条件。

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《IEEE Transactions on Automatic Control》 |2006年第8期|p.1383-1387|共5页
作者
Zhenting Hou; Jiaowan Luo; Peng Shi; Sing Kiong Nguang;
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正文语种 eng
中图分类自动化系统;
关键词
Ito stochastic differential equations; Semi-Markovian jump parameters; Stochastic stability;

机译：伊藤随机微分方程;半马尔可夫跳跃参数;随机稳定性;

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专利

1. Stability of stochastic jump-parameter semi-Markov linear systems of differential equations [J] . Efraim Shmerling, Kenneth J. Hochberg Stochastics: An International Journal of Probability and Stochastic Processes . 2008,第6期

机译：随机跳跃参数半马尔可夫线性微分方程系统的稳定性
2. Exponential Stability of Stochastic Differential Equations with Markovian Jumping Parameters [J] . Qimin Zhang Xining Li International Journal of Information Technology . 2005,第12期

机译：马尔可夫跳跃参数的随机微分方程的指数稳定性。
3. Stochastic stability and extended dissipativity analysis for uncertain neutral systems with semi-Markovian jumping parameters via novel free matrix-based integral inequality [J] . Wu Tao, Xiong Lianglin, Cao Jinde, International Journal of Robust and Nonlinear Control . 2019,第9期

机译：通过新型游离基于基于矩阵的整体不等式的半马车跳跃参数的不确定中性系统的随机稳定性和扩展耗散分析
4. Stability of neutral stochastic partial differential equations with infinite delays and jumps [C] . Jiang Feng, Shen Yi Chinese Control Conference . 2014

机译：具有无限时滞和跳跃的中立型随机偏微分方程的稳定性。
5. Nonlinear filtering of stochastic differential equations with jumps. [D] . Popa, Silvia. 2009

机译：带跳的随机微分方程的非线性滤波。
6. Large deviation principle for the mean reflected stochastic differential equation with jumps [O] . Yumeng Li -1

机译：跳跃平均反射随机微分方程的大偏差原理
7. STOCHASTIC STABILITY OF LINEAR SYSTEMS WITH SEMI-MARKOVIAN JUMP PARAMETERS [O] . Zhenting Hou, Jiaowan Luo, Peng Shi 2004

机译：具有半马尔可夫跳跃参数的线性系统的随机稳定性

Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters

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