DocumentCode
791392
Title
Finite time stochastic stability and the analysis of tracking systems
Author
Kushner, H.J.
Author_Institution
Brown University, Providence, RI, USA
Volume
11
Issue
2
fYear
1966
fDate
4/1/1966 12:00:00 AM
Firstpage
219
Lastpage
227
Abstract
A (Liapunov-like) method is presented for obtaining upper bounds of the probability 
, where 
and xt is a Markov process with either discrete or continuous parameter, and 
is some function. Such estimates are the quantity of greatest interest in numerous tracking, control, and reliability studies. The method involves finding suitable (stochastic) Liapunov functions. The results are also results in (what may be termed) finite-time stochastic stability. The theorems are based on some theorems of Dynkin [1]. Several illustrative examples are given.
, where and x is some function. Such estimates are the quantity of greatest interest in numerous tracking, control, and reliability studies. The method involves finding suitable (stochastic) Liapunov functions. The results are also results in (what may be termed) finite-time stochastic stability. The theorems are based on some theorems of Dynkin [1]. Several illustrative examples are given.Keywords
Lyapunov methods; Markov processes; Stability; Stochastic processes; Aerospace control; Aircraft; Electric breakdown; Helium; Markov processes; Radar tracking; Stability analysis; Stochastic processes; Stochastic systems; Upper bound;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1966.1098315
Filename
1098315
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