Title :
Stability of some linear stochastic systems with delays
Author :
Florchinger, Patrick
Abstract :
This paper states sufficient conditions for the asymptotic stability in probability of a class of linear stochastic systems with both arbitrary discrete and distributed delays
Keywords :
asymptotic stability; delay systems; differential equations; linear systems; probability; stochastic systems; asymptotic stability; differential equation; discrete delays; distributed delays; linear systems; probability; stochastic systems; sufficient conditions; Asymptotic stability; Delay effects; Delay systems; Differential equations; Lyapunov method; Riccati equations; Stochastic processes; Stochastic systems; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980955
