Stabilizing solutions to coupled matrix Riccati differential equations associated to linear systems with Markovian jumping and multiplicative noise

Vasile Dragan, Toader Morozan. Stabilizing solutions to coupled matrix Riccati differential equations associated to linear systems with Markovian jumping and multiplicative noise. In 5th European Control Conference, ECC 1999, Karlsruhe, Germany, August 31 - September 3, 1999. pages 3464-3467, IEEE, 1999. [doi]

Abstract

Abstract is missing.