On Reducibilty of the Covariance Semigroup for Markov Linear Dynamical Systems by 2-Moment Lyapunov Spectrum Subspace
15th Conference on Applied Mathematics (APLIMAT 2016): Proceedings 2016
Jevgeņijs Carkovs, Oksana Pavļenko

The paper deals with impulse linear dynamical system composed of linear differential and difference equations with coefficients analytically dependent on small positive parameter and homogeneous ergodic Poison type process.We construct such the basis in the space of constant matrices that permits to reduce the above semigroup to matrix exponent and prove that the mean square Lyapunov spectrum for the initial system consists of the Lyapunov spectrum for this exponent.


Atslēgas vārdi
Impulse dynamical systems, Markov switching, moment reducibility, moment Lyapunov exponents.

Carkovs, J., Pavļenko, O. On Reducibilty of the Covariance Semigroup for Markov Linear Dynamical Systems by 2-Moment Lyapunov Spectrum Subspace. No: 15th Conference on Applied Mathematics (APLIMAT 2016): Proceedings, Slovākija, Bratislava, 2.-4. februāris, 2016. Bratislava: Slovak University of Technology, 2016, 197.-207.lpp. ISBN 978-80-227-4531-4.

Publikācijas valoda
English (en)
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