DocumentCode
945222
Title
Stability of circuits with randomly time-varying parameters
Author
Bertram, J.E. ; Sarachik, P.E.
Volume
5
Issue
5
fYear
1959
fDate
5/1/1959 12:00:00 AM
Firstpage
260
Lastpage
270
Abstract
This paper is concerned with the stability, in a stochastic sense, of circuits or systems described by ordinary differential equations with randomly time varying parameters. Sufficient conditions for stability in the mean square are obtained by an extension of "Lyapunov\´s Second Method" to stochastic problems. The general result while applicable to non-linear as well as linear systems, presents formidable computational difficulties except for a few special cases which are tabulated. The linear case with certain assumptions concerning the statistical independence of parameter variation is carried out.
Keywords
Linear systems; Lyapunov methods; Circuit stability; Convergence; Differential equations; Gaussian processes; Integral equations; Laboratories; Linear systems; Stochastic processes; Stochastic systems; Sufficient conditions; Time varying systems; Vectors;
fLanguage
English
Journal_Title
Information Theory, IRE Transactions on
Publisher
ieee
ISSN
0096-1000
Type
jour
DOI
10.1109/TIT.1959.1057532
Filename
1057532
Link To Document