Title :
Stationary solutions of nonlinear systems disturbed by Markovian noise
Author_Institution :
Universität Bremen, Bremen, West Germany
fDate :
2/1/1983 12:00:00 AM
Abstract :
For nonlinear dynamical systems disturbed by a stationary and ergodic Markov process we show that the solution itself is stationary and ergodic, if the undisturbed system has some sort of attraction. These results are applied to Liénard´s equation with disturbed parameters.
Keywords :
Markov processes; Nonlinear systems, stochastic; Stochastic systems, nonlinear; Indium tin oxide; Lyapunov method; Markov processes; Nonlinear dynamical systems; Nonlinear equations; Nonlinear systems; Random variables; State-space methods;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1983.1103219
