• DocumentCode
    801555
  • Title

    Asymptotic stability of linear autonomous systems with state-dependent noise

  • Author

    McLane, P.

  • Author_Institution
    Queen´s University, Kingston, Ontario, Canada
  • Volume
    14
  • Issue
    6
  • fYear
    1969
  • fDate
    12/1/1969 12:00:00 AM
  • Firstpage
    754
  • Lastpage
    755
  • Abstract
    Necessary and sufficient conditions are given here for the asymptotic stability of the mean and second moment of a linear autonomous system with state-dependent disturbances. A sufficient condition is presented for the null solution of this system to be asmptotically stable with probability one. Also, an algorithm is presented for solving the linear matrix equation for stability.
  • Keywords
    Asymptotic stability; Linear systems, stochastic; Stochastic systems, linear; Asymptotic stability; Automatic control; Bayesian methods; Centralized control; Control theory; Game theory; Stochastic processes; Visualization;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099298
  • Filename
    1099298
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=801555