• DocumentCode
    819856
  • Title

    On the stochastic stability of linear systems containing colored multiplicative noise

  • Author

    Willsky, Alan S. ; Marcus, Steven I. ; Martin, David N.

  • Author_Institution
    Massachusetts Institute of Technology, Cambridge, MA, USA
  • Volume
    20
  • Issue
    5
  • fYear
    1975
  • fDate
    10/1/1975 12:00:00 AM
  • Firstpage
    711
  • Lastpage
    713
  • Abstract
    The stability of linear systems containing colored multiplicative or state-dependent noise processes is considered. We present a technique for obtaining necessary and sufficient conditions for the p th moment stability of linear systems satisfying certain Lie-algebraic conditions. An example is given to illustrate the technique.
  • Keywords
    Lie algebras; Linear systems, stochastic continuous-time; Stability; Algebra; Colored noise; Differential equations; Eigenvalues and eigenfunctions; Linear systems; Random processes; Stability; Stochastic resonance; Stochastic systems; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1975.1101072
  • Filename
    1101072
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=819856