DocumentCode :
801241
Title :
A simpler mean-square stability criterion for a class of linear stochastic systems
Author :
Nakamizo, T.
Author_Institution :
Defense Academy Yokosuka, Kanagawa, Japan
Volume :
14
Issue :
5
fYear :
1969
fDate :
10/1/1969 12:00:00 AM
Firstpage :
584
Lastpage :
585
Abstract :
A simpler criterion for establishing the mean-square stability of a class of 
th order linear systems with randomly, time varying parameters is presented. In order to find the necessary and sufficient condition for the boundness of second-order moments, use is made of a theory of Lyapunov\´s second method for stochastic systems.
th order linear systems with randomly, time varying parameters is presented. In order to find the necessary and sufficient condition for the boundness of second-order moments, use is made of a theory of Lyapunov\´s second method for stochastic systems.Keywords :
Linear systems, stochastic; Stability; Stochastic systems, linear; Bandwidth; Frequency; Gaussian noise; Linear systems; Markov processes; Stability criteria; Stochastic resonance; Stochastic systems; Symmetric matrices; Time varying systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1969.1099267
Filename :
1099267
Link To Document :
