Results 261 to 270 of about 7,305,081 (289)

Stability in mean square of a linear stochastic differential equation

Journal of Soviet Mathematics, 1993
See the review in Zbl 0674.60065.
Valeev, K. G., Sulima, I. M.
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Mean-square stability of the Normalized Least-Mean Fourth algorithm for white Gaussian inputs

Digital Signal Processing, 2011
Normalized forms of adaptive algorithms are usually sought in order to obtain convergence properties independent of the input signal power. Such is the case of the well-known Normalized LMS (NLMS) algorithm. The Least-Mean Fourth (LMF) adaptive algorithm has been shown to outperform LMS in different situations.
Neil J. Bershad, José Carlos M. Bermudez   +1 more
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Exponential Stability in Mean Square and Stochastic Variational Equations

AIP Conference Proceedings, 2011
The aim of the paper is to obtain new characterizations for exponential stability in mean square of stochastic variational systems in Hilbert spaces. Thus we will introduce a general concept of admissibility in variational stochastic case. An example of such a stochastic variational system is considered the parabolic equations who are perturbed by ...
Adina Păucă, Diana Stoica, Ludovic Dan Lemle, Theodore E. Simos, George Psihoyios, Ch. Tsitouras, Zacharias Anastassi   +6 more
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Exponential mean-square stability of stochastic string hybrid systems

2009 European Control Conference (ECC), 2009
The sufficient conditions of exponential mean-square stability for nonlinear continuous time stochastic string hybrid systems are established. The excitations are assumed to be parametric white noises and the switching rule has the form of a right continuous Markov chain. The detailed calculations are given for linear systems.
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Mean-square stabilization for stochastic systems with multiple delays

Proceedings of the 33rd Chinese Control Conference, 2014
This paper is concerned with the mean-square stabilization problem for the stochastic systems with multiple delays. The stabilizing controller is given in terms of the modified algebraic Riccati equation. There are two key points in our arguments. The first one is to reduce the original system with multiple delays to one delay-free stochastic system ...
Juanjuan Xu, Huanshui Zhang
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Sampled-Data Feedback Stabilization in Mean Square for Stochastic Homogeneous Systems

IEEE Transactions on Automatic Control
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xin Yu 0012, Wei Lin 0001
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Mean-Square Stability Analysis of a Normalized Least Mean Fourth Algorithm for a Markov Plant

IEEE Transactions on Signal Processing, 2014
Recently, it has been shown that the stability of the least mean fourth (LMF) algorithm depends on the nonstationarity of the plant. The present paper investigates the possibility of overcoming this problem by normalization of the weight vector update term.
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Exponential stability in mean square for stochastic differential equations

Stochastic Analysis and Applications, 1990
In this paper we will consider the exponential stability in mean square for the following delay stochastic differential equation which might be regarded as a stochastic perturbed system of the equation The purpose of this paper is to prove that if Eq.(2) is exponentially stable, then Eq.(l) is also exponentially stable in mean square provided τ is ...
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Mean square stability criteria for stochastic feedback systems

International Journal of Systems Science, 1973
Abstract In this paper several stability criteria are obtained for a class of stochastic feedback systems containing a multiplicative white noise element ; continuous time as well as discrete time systems are dealt with. Mean square stability properties are derived by means of Lyapunov theory ; the Lyapunov functions are generated by means of the ...
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Mean-square stability of elastic bodies in supersonic flow

Journal of Sound and Vibration, 1974
The mean-square stability of elastic bodies in supersonic flow is studied. The external load consists of pressure fluctuations in the turbulent boundary layer, and of the pressure perturbation depending on the elastic body deformations according to the “piston theory”.
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