Title :
Stability of linear stochastic differential delay systems
Author :
Nazaroff, Gregory J.
Author_Institution :
Naval Weapons Center, China Lake, CA, USA
fDate :
12/1/1973 12:00:00 AM
Abstract :
Sufficient conditions for stability with probability one are developed for a class of linear stochastic differential delay systems. The conditions take a form that is readily computable.
Keywords :
Linear systems, stochastic continuous-time; Stability; Time-delay systems; Delay lines; Delay systems; Differential equations; Eigenvalues and eigenfunctions; Lakes; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Weapons;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100425
