Title :
On the moment stability of gaussian random linear systems
Author :
Bershad, N.J. ; Derusso, P.M.
Author_Institution :
Dept. of Electr Eng.,Univ. of California, Irvine, CA
fDate :
7/1/1964 12:00:00 AM
Abstract :
The theory of moment stability of random linear systems is extended to systems containing stationary, possibly correlated, Gaussian random parameters with rational nonwhite spectra. Sufficient conditions for the stability of the moments of the system are derived. Several stronger results are obtained for some restricted systems.
Keywords :
Linear systems, stochastic; Stability; Stochastic systems, linear; Analog computers; Computational modeling; Computer simulation; Linear systems; Nonlinear filters; Power generation; Signal generators; Signal processing; Stability; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1964.1105707
