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Large-scale stochastic singularly perturbed systems

By employing the diagonalization process, a generalized variation of the constants formula and the theory of differential inequalities, the mean square convergence of the solution process of a large-scale singularly perturbed linear stochastic systems is investigated. Moreover, slow and fast mode decomposition provides an auxiliary decoupled system whose solution processes are incorporated in approximating the solution processes of the given system.
Year of publication:
1989
Authors: Ladde, G.S. ; Sirisaengtaksin, O.
Published in:
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 31.1989, 1, p. 31-40
Publisher: Elsevier
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10010870298
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