Abstract
Using Oseledec’ multiplicative ergodic theorem we prove the existence of a fundamental system of solutions of x = A(t)x, A (·) stationary, allowing a Floquet type decomposition into a stationary angular part and a growing radial one. For triangular matrices the decomposition is explicitely calculated as a functional of A.
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© 1981 D. Reidel Publishing Company
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Wihstutz, V. (1981). Ergodic Theory of Linear Parameter-Excited Systems. In: Hazewinkel, M., Willems, J.C. (eds) Stochastic Systems: The Mathematics of Filtering and Identification and Applications. NATO Advanced Study Institutes Series, vol 78. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8546-9_11
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DOI: https://doi.org/10.1007/978-94-009-8546-9_11
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-009-8548-3
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