Title :
Stochastic eigenvalues for LTI systems with stochastic modes
Author :
Seo, Young Bong ; Choi, Jae Weon
Author_Institution :
Sch. of Mech. Eng., Pusan Nat. Univ., South Korea
Abstract :
The paper is concerned with a S-eigenvalue(stochastic-eigenvalue) concept in the linear time-invariant stochastic system where a stochastic mode in dynamics depends on stochastic uncertainties. The main contributions include the propositions of the new concept for S-eigenvalue, S-eigenvector (stochastic-eigenvector) and its probability density function in the complex plane. Numerical examples are presented to illustrate the proposed concepts
Keywords :
dynamics; eigenvalues and eigenfunctions; linear systems; matrix algebra; probability; stochastic systems; LTI systems; S-eigenvalue; S-eigenvector; complex plane; dynamics; linear time-invariant stochastic system; probability density function; stochastic eigenvalues; stochastic modes; stochastic uncertainties; stochastic-eigenvector; Aerospace control; Density functional theory; Eigenvalues and eigenfunctions; Equations; Mechanical engineering; Robust stability; Robustness; Stochastic processes; Stochastic systems; Uncertainty;
Conference_Titel :
SICE 2001. Proceedings of the 40th SICE Annual Conference. International Session Papers
Conference_Location :
Nagoya
Print_ISBN :
0-7803-7306-5
DOI :
10.1109/SICE.2001.977822
