An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations
作者:
J. L. WILLEMS,
D. AEYELS,
期刊:
International Journal of Systems Science
(Taylor Available online 1976)
卷期:
Volume 7,
issue 5
页码: 577-590
ISSN:0020-7721
年代: 1976
DOI:10.1080/00207727608941941
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this paper a particular class of linear parametric stochastic systems is considered. For this class the moment stability problem is analysed: it is shown that the stability conditions do not depend on the noise bandwidth. An equivalent Ito equation is derived. Explicit criteria for the stability of the moments, forpth mean stability and for almost sure stability are obtained.
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