• 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