Title :
Stability of circuits with randomly time-varying parameters
Author :
Bertram, J.E. ; Sarachik, P.E.
fDate :
5/1/1959 12:00:00 AM
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;
Journal_Title :
Information Theory, IRE Transactions on
DOI :
10.1109/TIT.1959.1057532