• DocumentCode
    825068
  • Title

    Stability of linear differential equations with random coefficients

  • Author

    Blankenship, Gilmer

  • Author_Institution
    Case Western Reserve University, Cleveland, OH, USA
  • Volume
    22
  • Issue
    5
  • fYear
    1977
  • fDate
    10/1/1977 12:00:00 AM
  • Firstpage
    834
  • Lastpage
    838
  • Abstract
    The stability of stochastic differential equations with random coefficients is considered. The coefficients are not required to be wide-band noise, but either strongly ergodic or Markovian. Results are given for almost sure sample stability and stability of moments of arbitrary order. The damned harmonic oscillator with random spring constant is considered as an example.
  • Keywords
    Linear systems, stochastic continuous-time; Stability; Coordinate measuring machines; Differential equations; Linear matrix inequalities; Mathematics; Stability; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1977.1101612
  • Filename
    1101612
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=825068