DocumentCode :
800615
Title :
On the stability of linear stochastic systems
Author :
Kleinman, David
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA, USA
Volume :
14
Issue :
4
fYear :
1969
fDate :
8/1/1969 12:00:00 AM
Firstpage :
429
Lastpage :
430
Abstract :
Necessary and sufficient conditions for stability with probability 1 are developed for the class of linear stochastic systems. A simple technique for constructing quadratic stochastic Lyapunov functions is presented which entails the solution to an n \\times n linear matrix equation.
Keywords :
Linear systems, stochastic continuous-time; Lyapunov functions; Stability; Automatic control; Control systems; Differential equations; Nonlinear control systems; Sampling methods; Stability; Stochastic processes; Stochastic systems; White noise; Wideband;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1969.1099206
Filename :
1099206
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=800615
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