Stochastic stability with S-eigenvalues in stochastic systems

Author

Seo, Young Bong ; Jae Weon Choi ; Lee, Dal Ho

Author_Institution

Sch. of Mech. Eng., Pusan Nat. Univ., South Korea

Volume

3

fYear

2001

fDate

2001

Firstpage

1891

Abstract

This paper deals with an S-stability (stochastic-stability) using an S-eigenvalue (stochastic-eigenvalue) concept in the linear time-invariant stochastic system where a stochastic mode in dynamics depends on stochastic uncertainties. Our main contributions include the proposition of the S-stability concept for S-eigenvalue, S-eigenvector (stochastic-eigenvector) and its PDF (probability density function) in the complex plane. Numerical examples are presented to illustrate the proposed concepts

Keywords

eigenvalues and eigenfunctions; linear systems; probability; stability; stochastic systems; S-eigenvalues; S-stability; dynamics; linear time invariant system; linear time-invariant stochastic system; probability density function; stochastic mode; stochastic systems; stochastic uncertainties; stochastic-eigenvalue concept; stochastic-stability; Aerospace control; Aerospace electronics; Eigenvalues and eigenfunctions; Equations; Mechanical engineering; Robust stability; Robustness; Stochastic processes; Stochastic systems; Uncertain systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Industrial Electronics, 2001. Proceedings. ISIE 2001. IEEE International Symposium on

Conference_Location

Pusan

Print_ISBN

0-7803-7090-2

Type

conf

DOI

10.1109/ISIE.2001.932000

Filename

932000