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
Link To Document