DocumentCode :
829117
Title :
Stochastic stability for a class of systems with multiplicative state noise
Author :
Wise, Gary L. ; Marcus, Steven I.
Author_Institution :
University of Texas, Austin, TX, USA
Volume :
24
Issue :
2
fYear :
1979
fDate :
4/1/1979 12:00:00 AM
Firstpage :
333
Lastpage :
335
Abstract :
This paper is concerned with investigating the 
th moment asymptotic stability of linear systems subject to non-Gaussian multiplicative (state-dependent) noise. The noise processes are a form of filtered Poisson processes. A technique is presented for investigating the pth moment asymptotic stability of linear systems satisfying certain Lie algebraic conditions. Several examples are presented to illustrate the technique.
th moment asymptotic stability of linear systems subject to non-Gaussian multiplicative (state-dependent) noise. The noise processes are a form of filtered Poisson processes. A technique is presented for investigating the pth moment asymptotic stability of linear systems satisfying certain Lie algebraic conditions. Several examples are presented to illustrate the technique.Keywords :
Asymptotic stability; Bilinear systems, stochastic continuous-time; Linear systems, stochastic continuous-time; Algebra; Asymptotic stability; Communication system control; Gaussian noise; Integral equations; Linear systems; Nonlinear filters; Stability analysis; Stochastic resonance; Stochastic systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1979.1102014
Filename :
1102014
Link To Document :
