Stochastic stability theory for systems containing interval matrices

Author

Hibey, Joseph L.

Author_Institution

Dept. of Electr. Eng., Colorado Univ., Denver, CO, USA

Volume

32

Issue

4

fYear

1996

fDate

10/1/1996 12:00:00 AM

Firstpage

1385

Lastpage

1391

Abstract

Known conditions for the stability of stochastic, linear time-varying (LTV) dynamical systems based on Liapunov theory are applied to LTV dynamical systems containing interval matrices; both discrete and continuous time processes are considered. These conditions are sufficient for stability with probability 1 (wp1) and, in the case of discrete time, also necessary for stability in m.s. They lead to a simple, noniterative technique that involves the computation of eigenvalues of matrices whose elements often consist of first- and/or second-order moments. The results are useful in areas such as robust design, feedback control, perturbation analysis, and fault tolerant systems

Keywords

Lyapunov methods; eigenvalues and eigenfunctions; linear systems; perturbation techniques; robust control; stochastic processes; time-varying systems; Liapunov theor; continuous time processes; discrete processes; eigenvalues; fault tolerant systems; feedback control; first-order moments; interval matrices; linear time-varying dynamical systems; noniterative technique; perturbation analysis; probability; robust design; second-order moments; stochastic stability theory; Control system analysis; Eigenvalues and eigenfunctions; Fault tolerant systems; Feedback control; Robust control; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Time varying systems;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.543859

Filename

543859