• DocumentCode
    801241
  • Title

    A simpler mean-square stability criterion for a class of linear stochastic systems

  • Author

    Nakamizo, T.

  • Author_Institution
    Defense Academy Yokosuka, Kanagawa, Japan
  • Volume
    14
  • Issue
    5
  • fYear
    1969
  • fDate
    10/1/1969 12:00:00 AM
  • Firstpage
    584
  • Lastpage
    585
  • Abstract
    A simpler criterion for establishing the mean-square stability of a class of n th order linear systems with randomly, time varying parameters is presented. In order to find the necessary and sufficient condition for the boundness of second-order moments, use is made of a theory of Lyapunov\´s second method for stochastic systems.
  • Keywords
    Linear systems, stochastic; Stability; Stochastic systems, linear; Bandwidth; Frequency; Gaussian noise; Linear systems; Markov processes; Stability criteria; Stochastic resonance; Stochastic systems; Symmetric matrices; Time varying systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099267
  • Filename
    1099267
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=801241