A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances

Marcelo D. Fragoso, Oswaldo Luiz V. Costa. A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances. SIAM J. Control and Optimization, 44(4):1165-1191, 2005. [doi]

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