pth Moment Asymptotic Stability/Stabilization and pth Moment Observability of Linear Stochastic Systems: Generalized H-Representation

2020 ◽  
pp. 1-9
Author(s):  
Huasheng Zhang ◽  
Jianwei Xia ◽  
Weihai Zhang ◽  
Baoyong Zhang ◽  
Hao Shen
Keyword(s):  
Asymptotic Stability ◽  
Stochastic Systems ◽  
Linear Stochastic Systems

On the Almost Sure Stability of Linear Stochastic Systems

1970 ◽  
Vol 37 (2) ◽  
pp. 541-543 ◽  
Author(s):  
F. T. Man
Keyword(s):  
Asymptotic Stability ◽  
Stochastic Systems ◽  
Sufficient Condition ◽  
Almost Sure Stability ◽  
Linear Stochastic Systems ◽  
Region Of Stability

A new sufficient condition for the almost surely asymptotic stability of ergodic coefficient linear stochastic systems is presented and is compared with previously published results. Two examples are given to illustrate the sufficient condition thus derived and to demonstrate the considerable extension, using this method, of the region of stability over the existing results.

Effect of Correlation on the Almost-Sure Asymptotic Stability of Second-Order Linear Stochastic Systems

1989 ◽  
Vol 56 (3) ◽  
pp. 685-690 ◽  
Author(s):  
S. T. Ariaratnam ◽  
Wei Chau Xie
Keyword(s):  
Asymptotic Stability ◽  
Gaussian Noise ◽  
Stochastic Systems ◽  
Second Order ◽  
Order Linear ◽  
Stiffness Coefficients ◽  
Special Cases ◽  
Linear Stochastic Systems ◽  
Probabilistic Property ◽  
Asymptotic Stability Condition

A method of obtaining a sufficient almost-sure (a.s.) asymptotic stability condition for second-order, linear systems with both ergodic damping and stiffness coefficients is presented. The probabilistic property of the correlation between the damping and stiffness coefficients is taken into account. A sufficient condition for a.s. asymptotic stability is derived and numerical results are presented for the case of Gaussian noise coefficients. Results obtained in some of the previous investigations are included in the present study as special cases.

Sign in / Sign up

Export Citation Format

Share Document