DocumentCode :
791392
Title :
Finite time stochastic stability and the analysis of tracking systems
Author :
Kushner, H.J.
Author_Institution :
Brown University, Providence, RI, USA
Volume :
11
Issue :
2
fYear :
1966
fDate :
4/1/1966 12:00:00 AM
Firstpage :
219
Lastpage :
227
Abstract :
A (Liapunov-like) method is presented for obtaining upper bounds of the probability 
, where 
and xt is a Markov process with either discrete or continuous parameter, and 
is some function. Such estimates are the quantity of greatest interest in numerous tracking, control, and reliability studies. The method involves finding suitable (stochastic) Liapunov functions. The results are also results in (what may be termed) finite-time stochastic stability. The theorems are based on some theorems of Dynkin [1]. Several illustrative examples are given.
, where and x is some function. Such estimates are the quantity of greatest interest in numerous tracking, control, and reliability studies. The method involves finding suitable (stochastic) Liapunov functions. The results are also results in (what may be termed) finite-time stochastic stability. The theorems are based on some theorems of Dynkin [1]. Several illustrative examples are given.Keywords :
Lyapunov methods; Markov processes; Stability; Stochastic processes; Aerospace control; Aircraft; Electric breakdown; Helium; Markov processes; Radar tracking; Stability analysis; Stochastic processes; Stochastic systems; Upper bound;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1966.1098315
Filename :
1098315
Link To Document :
