Uniform exponential stability for linear discrete time systems with stochastic perturbations in Hilbert spaces
Bollettino della Unione matematica italiana, Série 8, 7B (2004) no. 3, pp. 757-772
Voir la notice de l'article provenant de la source Biblioteca Digitale Italiana di Matematica
In this paper we study the exponential and uniform exponential stability problem for linear discrete time-varying systems with independent stochastic perturbations. We give two representations of the solutions of the discussed systems and we use them to obtain necessary and sufficient conditions for the two types of stability. A deterministic characterization of the uniform exponential stability, in terms of Lyapunov equations are given.
@article{BUMI_2004_8_7B_3_a14,
author = {Ungureanu, Viorica Mariela},
title = {Uniform exponential stability for linear discrete time systems with stochastic perturbations in {Hilbert} spaces},
journal = {Bollettino della Unione matematica italiana},
pages = {757--772},
publisher = {mathdoc},
volume = {Ser. 8, 7B},
number = {3},
year = {2004},
zbl = {1178.93132},
mrnumber = {MR2101664},
language = {en},
url = {http://geodesic.mathdoc.fr/item/BUMI_2004_8_7B_3_a14/}
}
TY - JOUR AU - Ungureanu, Viorica Mariela TI - Uniform exponential stability for linear discrete time systems with stochastic perturbations in Hilbert spaces JO - Bollettino della Unione matematica italiana PY - 2004 SP - 757 EP - 772 VL - 7B IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/BUMI_2004_8_7B_3_a14/ LA - en ID - BUMI_2004_8_7B_3_a14 ER -
%0 Journal Article %A Ungureanu, Viorica Mariela %T Uniform exponential stability for linear discrete time systems with stochastic perturbations in Hilbert spaces %J Bollettino della Unione matematica italiana %D 2004 %P 757-772 %V 7B %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/BUMI_2004_8_7B_3_a14/ %G en %F BUMI_2004_8_7B_3_a14
Ungureanu, Viorica Mariela. Uniform exponential stability for linear discrete time systems with stochastic perturbations in Hilbert spaces. Bollettino della Unione matematica italiana, Série 8, 7B (2004) no. 3, pp. 757-772. http://geodesic.mathdoc.fr/item/BUMI_2004_8_7B_3_a14/