Results 221 to 230 of about 309,715 (264)

Exponential Stability in Mean Square

2013
In this chapter the problem of mean square exponential stability of the zero solution to the stochastic differential equations of type (1.22) is studied. The stability of a steady-state is one of the main tasks which appears in many design problems of controllers with prescribed performances.
Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica   +2 more
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Mean square exponential stability

2009
The problem of mean square exponential stability for a class of discrete-time linear stochastic systems subject to independent random perturbations and Markovian switching is investigated. Four different definitions of the concept of exponential stability in the mean square are introduced and it is shown that they are not always equivalent.
Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica   +2 more
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Quantitative mean square exponential stability and stabilization of stochastic systems with Markovian switching

Journal of the Franklin Institute, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhiguo Yan, Yunxia Song, Ju H. Park 0001
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Mean square exponential stability of stochastic nonlinear delay systems

International Journal of Control, 2016
ABSTRACTIn this paper, we are concerned with the stability of stochastic nonlinear delay systems. Different from the previous literature, we aim to show that when the determinate nonlinear delay system is globally exponentially stable, the corresponding stochastic nonlinear delay system can be mean square globally exponentially stable.
Quanxin Zhu, Shiyun Song, Tianren Tang
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On the Mean Square Stability of Random Linear Systems

IRE Transactions on Circuit Theory, 1959
The theory of random linear systems is extended to systems containing one or more non-independent parameters under the assumption that the parameter processes and the solution process have very widely separated spectra. It is shown that the second product moment of the solution satisfies a linear integral equation which can be solved in closed form in ...
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Mean square stability for Kalman filtering with Markovian packet losses

Automatica, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Keyou You, Minyue Fu 0001, Lihua Xie 0001   +2 more
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On mean-square optimum stabilization at damped random perturbatios

Journal of Applied Mathematics and Mechanics, 1961
Die Aufgabe der Bestimmung eines optimalen Reglers in einem linearen System mit abklingender zufälliger Störung wird mit Hilfe der Methode der Lyapunovschen Funktionen und Prinzipien der dynamischen Programmierung behandelt. Dabei wird als Optimalitätskriterium gefordert, daß das Integral über den mittleren quadratischen Fehler minimal ist.
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Mean square stabilization control of switched systems with stochastic disturbances

2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), 2004
In this paper, the mean square (MS) stability and exponential mean square (EMS) stability of multivariable switched stochastic systems are investigated. Based on the concept of the average dwell-time and the ratio of the total time running on all unstable subsystems to the total time running on all stable subsystems, some sufficient conditions are ...
Wei Feng, Ji-Feng Zhang
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Mean Square Stability Analysis of Some Linear Stochastic Systems

1996
Mean square stability analysis of some continuous and discrete time stochastic systems is carried out in this paper. We present a general approach to mean square stability investigation of systems with multiplicative noise and apply presented theory to discretized linear oscillators as often met in Mechanical Engineering.
Ryashko, Lev B., Schurz, Henri
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On the mean square stability of linear difference equations

Applied Mathematics and Computation, 1979
The mean square asymptotic stability of linear stochastic difference equations is studied. The Liapunov method of stability analysis is extended to stochastic difference equations, and several criteria for the mean square stability of the equilibrium state are established. Two examples of the application of the stability theorems are also considered.
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