• DocumentCode
    1124031
  • Title

    Stochastic stability of Ito differential equations with semi-Markovian jump parameters

  • Author

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

  • Author_Institution
    Sch. of Math., Central South Univ., Hunan
  • Volume
    51
  • Issue
    8
  • fYear
    2006
  • Firstpage
    1383
  • Lastpage
    1387
  • Abstract
    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
  • Keywords
    Markov processes; linear systems; nonlinear differential equations; stability; Ito differential equations; linear systems; nonlinear stochastic differential equations; semiMarkovian jump parameters; stochastic stability; Asymptotic stability; Differential equations; Indium tin oxide; Linear systems; Mathematics; Power generation economics; Power system modeling; Stability criteria; Stochastic processes; Stochastic systems; ItÔ stochastic differential equations; semi-Markovian jump parameters; stochastic stability;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2006.878746
  • Filename
    1673602
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1124031