A Criterion for Robust Stability with Respect to Parametric Uncertainties Modeled by Multiplicative White Noise with Unknown Intensity, with Applications to Stability of Neural Networks

Abstract : In the present paper a robust stabilization problem of continuous-time linear dynamic systems with Markov jumps and corrupted with multiplicative (state-dependent) white noise perturbations is considered. The robustness analysis is performed with respect to the intensity of the white noises. It is proved that the robustness radius depends on the solution of an algebraic system of coupled Lyapunov matrix equations.
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Lorena Bociu; Jean-Antoine Désidéri; Abderrahmane Habbal. 27th IFIP Conference on System Modeling and Optimization (CSMO), Jun 2015, Sophia Antipolis, France. Springer International Publishing, IFIP Advances in Information and Communication Technology, AICT-494, pp.250-260, 2016, System Modeling and Optimization. 〈10.1007/978-3-319-55795-3_23〉
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Vasile Dragan, Adrian-Mihail Stoica, Toader Morozan. A Criterion for Robust Stability with Respect to Parametric Uncertainties Modeled by Multiplicative White Noise with Unknown Intensity, with Applications to Stability of Neural Networks. Lorena Bociu; Jean-Antoine Désidéri; Abderrahmane Habbal. 27th IFIP Conference on System Modeling and Optimization (CSMO), Jun 2015, Sophia Antipolis, France. Springer International Publishing, IFIP Advances in Information and Communication Technology, AICT-494, pp.250-260, 2016, System Modeling and Optimization. 〈10.1007/978-3-319-55795-3_23〉. 〈hal-01626925〉

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