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On the stability of discrete non-linear feedback systems with state-dependent noise

 

作者: M. K. P. MISHRA,   A. K. MAHALANABIS,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1975)
卷期: Volume 6, issue 5  

页码: 479-490

 

ISSN:0020-7721

 

年代: 1975

 

DOI:10.1080/00207727508941832

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The problem of deriving frequency-domain conditions that ensure asymptotic stability with probability one (ASWP1) of discrete time non-linear feedback systems with state-dependent noise is considered. It is shown that if the noise is linearly related with the state of the system, a relatively simple frequency-domain inequality that guarantees ASWPl of the system, exists. The discrete stochastic version of the second method of Liapunov, along with Szegö-Kalman typo lemmae are used to derive such conditions, assuming that only sector information or both sector and slope information are available. The case of a difference system with white-noise parameter perturbation is also considered and an illustrative example is presented.

 

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