Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems.
Bao WangQuanxin ZhuPublished in: Syst. Control. Lett. (2017)
Keyphrases
- stability analysis
- stochastic differential equations
- nonlinear systems
- maximum a posteriori estimation
- brownian motion
- markov chain
- additive gaussian noise
- machine learning
- neural network
- least squares
- denoising
- computational intelligence
- differential equations
- noise level
- stochastic process
- fractional brownian motion