Asymptotic stability of linear autonomous systems with state-dependent noise
- 1 December 1969
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 14 (6) , 754-755
- https://doi.org/10.1109/tac.1969.1099298
Abstract
Necessary and sufficient conditions are given here for the asymptotic stability of the mean and second moment of a linear autonomous system with state-dependent disturbances. A sufficient condition is presented for the null solution of this system to be asmptotically stable with probability one. Also, an algorithm is presented for solving the linear matrix equation for stability.Keywords
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