Lyapunov Functions for Linear Stochastic Differential Equations: BMI Formulation of the Conditions.

Sigurdur F. Hafstein

Published in: ICINCO (1) (2019)

Keyphrases

sufficient conditions
stochastic differential equations
nonlinear functions
maximum a posteriori estimation
linear model
closed form solutions
brownian motion
multiscale
probabilistic model
wavelet transform
maximum likelihood
dynamical systems
production system
closed form