• DocumentCode
    487492
  • Title

    Necessary and Sufficient Conditions for Bounded Covariance in Linear Stochastic Systems

  • Author

    McCullough, Claire L. ; Birdwell, J.Douglas ; Lenhart, Suzanne

  • Author_Institution
    The University of Tennessee, Knoxville, TN 37996
  • fYear
    1988
  • fDate
    15-17 June 1988
  • Firstpage
    1755
  • Lastpage
    1756
  • Abstract
    The common assumption in much of the literature that an asymptotically stable system will result in bounded covariance in the limit as t ¿ ¿ is disproved by a simple counter-example. Necessary and sufficient conditions for bounded covariance are given and proved.
  • Keywords
    Asymptotic stability; Covariance matrix; Equations; Linear systems; State estimation; Stochastic systems; Sufficient conditions; Symmetric matrices; Tellurium; Time varying systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1988
  • Conference_Location
    Atlanta, Ga, USA
  • Type

    conf

  • Filename
    4790008
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=487492