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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