Title :
Explicit criteria for moment stability of stochastic systems with solvable Lie algebras
Author :
Willems, Jacques
Author_Institution :
University of Ghent, Ghent, Belgium
Abstract :
It is shown that, for a particular class of linear stochastic systems, straightforward procedures can be applied for checking the stability behaviour of the moments of the state variables. The proposed criteria require much less computational effort than earlier results.
Keywords :
algebra; linear systems; stability; stochastic systems; moment stability; solvable Lie algebras; state variables; stochastic systems;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19760065