Application of stochastic stability theory to linear time varying systems containing interval matrices

Author

Hibey, Joseph L.

Author_Institution

Dept. of Electr. & Comput. Eng., Old Dominion Univ., Norfolk, VA, USA

Volume

1

fYear

1994

Firstpage

855

Abstract

Known conditions for the stability of stochastic, linear time varying (LTV) dynamical systems based on Lyapunov theory are applied to LTV dynamical systems containing interval matrices; both discrete and continuous time processes are considered. These conditions are sufficient for stability WPL and in the case of discrete time, also necessary for stability in MS. They lead to a simple, noninterative 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; continuous time systems; discrete time systems; eigenvalues and eigenfunctions; linear systems; matrix algebra; stability; stability criteria; time-varying systems; Lyapunov theory; continuous time processes; discrete time processes; dynamical systems; eigenvalues; fault tolerant systems; feedback control; interval matrices; linear time varying systems; moments; perturbation analysis; robust design; stochastic stability; Application software; Books; Eigenvalues and eigenfunctions; Feedback control; Robust control; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on

Conference_Location

Lake Buena Vista, FL

Print_ISBN

0-7803-1968-0

Type

conf

DOI

10.1109/CDC.1994.410958

Filename

410958