Title :
Direct algebraic criteria for exponential moment stability of linear stochastic systems
Author :
Hongzhu, Yao ; Feiqi, Deng ; Jintang, Chen ; Yongqing, Liu
Author_Institution :
Dept. of Autom. Control Eng., South China Univ. of Technol., Guangzhou, China
Abstract :
In this paper, exponential moment stability of linear stochastic systems with coloured noises and white noises is investigated, direct algebraic criteria by the Kroecker matrix product are obtained, thus complete algebraic criteria suitable for application with computers are obtained for the exponential moment stability of linear stochastic systems with coloured noises and white noises
Keywords :
asymptotic stability; linear systems; matrix algebra; stability criteria; stochastic systems; white noise; Kroecker matrix product; coloured noises; direct algebraic criteria; exponential moment stability; linear stochastic systems; white noises; Algebra; Colored noise; Control theory; Equations; Integrated circuit noise; Stability analysis; Stability criteria; Stochastic resonance; Stochastic systems; White noise;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.876932
