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 
th moment stability of linear systems satisfying certain Lie-algebraic conditions. An example is given to illustrate the technique.
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 :
