• DocumentCode
    936220
  • Title

    Explicit criteria for moment stability of stochastic systems with solvable Lie algebras

  • Author

    Willems, Jacques

  • Author_Institution
    University of Ghent, Ghent, Belgium
  • Volume
    12
  • Issue
    3
  • fYear
    1976
  • Firstpage
    81
  • Lastpage
    82
  • Abstract
    It is shown that, for a particular class of linear stochastic systems, straightforward procedures can be applied for checking the stability behaviour of the moments of the state variables. The proposed criteria require much less computational effort than earlier results.
  • Keywords
    algebra; linear systems; stability; stochastic systems; moment stability; solvable Lie algebras; state variables; stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19760065
  • Filename
    4239612