Stability, stochastic stationarity, and generalized Lyapunov equations for two-point boundary-value descriptor systems

Author

Nikoukhah, Ramine ; Levy, Bernard C. ; Willsky, Alan S.

Author_Institution

Inst. Nat. de Recherche en Inf. et en Autom., Rocquencourt, France

Volume

34

Issue

11

fYear

1989

fDate

11/1/1989 12:00:00 AM

Firstpage

1141

Lastpage

1152

Abstract

The authors introduce the concept of internal stability for two-point boundary-value descriptor systems (TPBVDSs). Since TPBVDSs are defined only over a finite interval, the concept of stability is not easy to formulate. The definition which is used consists of requiring that as the length of the interval of definition increases, the effect of boundary conditions on states located close to the center of the interval should go to zero. Stochastic TPBVDSs are studied, and the property of stochastic stationarity is characterized in terms of a generalized Lyapunov equation satisfied by the variance of the boundary vector. A second generalized Lyapunov equation satisfied by the state variance of a stochastically stationary TPBVDS is also introduced, and the existence and uniqueness of positive definite solutions to this equation are then used to characterize the property of internal stability

Keywords

Lyapunov methods; control system analysis; stability; stochastic systems; Lyapunov equations; boundary conditions; stability; state variance; stochastic stationarity; stochastic systems; two-point boundary-value descriptor systems; Boundary conditions; Control systems; Displays; Equations; Extraterrestrial phenomena; Laboratories; Linear systems; Stability; Stochastic processes; Stochastic systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.40743

Filename

40743