• DocumentCode
    966904
  • Title

    Stability analysis of a particular class of stochastic system

  • Author

    Willems, Jacques

  • Author_Institution
    University of Ghent, Ghent, Belgium
  • Volume
    10
  • Issue
    25
  • fYear
    1974
  • Firstpage
    537
  • Lastpage
    538
  • Abstract
    In the letter, a particular class of linear system with multiplicative coloured noise is considered. It is shown that the stability of the moments can be analysed by means of an equivalent ltÿ equation involving white noise. The necessary and sufficient condition for almost sure asymptotic stability is also given.
  • Keywords
    linear systems; noise; stability; stochastic systems; Ito equation; asymptotic stability; bandwidth; eigenvalue; linear matrix; moments; stability analysis; stochastic system; variance; white noise; zero mean;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19740426
  • Filename
    4245316
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=966904