Criterion for the stability of all moments of a particular stochastic system

Access Full Text

Criterion for the stability of all moments of a particular stochastic system

For access to this article, please select a purchase option:

Buy article PDF
£12.50
(plus tax if applicable)
Add to cart
Buy Knowledge Pack
10 articles for £75.00
(plus taxes if applicable)
Add to cart

IET members benefit from discounts to all IET publications and free access to E&T Magazine. If you are an IET member, log in to your account and the discounts will automatically be applied.

Learn more about IET membership 

Recommend Title Publication to library

You must fill out fields marked with: *

Librarian details
Name:*
Email:*
Your details
Name:*
Email:*
Department:*
Why are you recommending this title?
Select reason:
 
 
 
 
 
Electronics Letters — Recommend this title to your library

Thank you

Your recommendation has been sent to your librarian.

© The Institution of Electrical Engineers
Published
Errata or comment

It is shown that, for stochastic systems with multiplicative noise, all moments may be asymptotically stable for some values of the noise intensities. For a particular stochastic system, a criterion is derived.

Inspec keywords: stochastic systems; stability; noise

Other keywords: noise intensities; asymptotic stability; stochastic system; moments; stability; multiplicative noise

Subjects: Stability in control theory; Time-varying control systems

References

    1. 1)
      • D. Arnold . (1973) , Stochastische Differentialgleichungen.
    2. 2)
      • H. Kushner . (1967) , Stochastic stability and control.
    3. 3)
      • S. Barnett , C. Storey . (1970) , Matrix methods in stability theory.
http://iet.metastore.ingenta.com/content/journals/10.1049/el_19750205
Loading

Related content

content/journals/10.1049/el_19750205
pub_keyword,iet_inspecKeyword,pub_concept
6
6
Loading
Errata
An Erratum has been published for this content:
Erratum: Criterion for the stability of all moments of a particular stochastic system