• DocumentCode
    800615
  • Title

    On the stability of linear stochastic systems

  • Author

    Kleinman, David

  • Author_Institution
    Massachusetts Institute of Technology, Cambridge, MA, USA
  • Volume
    14
  • Issue
    4
  • fYear
    1969
  • fDate
    8/1/1969 12:00:00 AM
  • Firstpage
    429
  • Lastpage
    430
  • Abstract
    Necessary and sufficient conditions for stability with probability 1 are developed for the class of linear stochastic systems. A simple technique for constructing quadratic stochastic Lyapunov functions is presented which entails the solution to an n \\times n linear matrix equation.
  • Keywords
    Linear systems, stochastic continuous-time; Lyapunov functions; Stability; Automatic control; Control systems; Differential equations; Nonlinear control systems; Sampling methods; Stability; Stochastic processes; Stochastic systems; White noise; Wideband;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099206
  • Filename
    1099206
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=800615