On the instability of an oscillatory distributed parameter system

1 September 1973

journal article
research article
Published by Taylor & Francis in International Journal of Systems Science

Vol. 4 (5) , 757-764
https://doi.org/10.1080/00207727308920054

Abstract

An oscillatory distributed. parameter system with state dependent Gaussian white noise is dealt with. By using a stochastic Liapunov’-type functional, it is shown that the oscillations of the system diverge. Also On estimate on the rate of divergence is given.

Keywords

This publication has 4 references indexed in Scilit:

Frequency domain stability criteria for stochastic systems
IEEE Transactions on Automatic Control, 1971
Optimal Stationary Control with State Control Dependent Noise
SIAM Journal on Control, 1971
Optimal stationary control of linear systems with control-dependent noise
IEEE Transactions on Automatic Control, 1969
Optimal Stationary Control of a Linear System with State-Dependent Noise
SIAM Journal on Control, 1967