DocumentCode
866582
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
Volume
9
Issue
3
fYear
1964
fDate
7/1/1964 12:00:00 AM
Firstpage
301
Lastpage
303
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1964.1105707
Filename
1105707
Link To Document