Frequency-domain criterion for stability of stochastic linear time-varying systems
- 1 May 1976
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 7 (5) , 523-528
- https://doi.org/10.1080/00207727608941937
Abstract
The objective of this paper is to extend the frequency domain critorion for predicting the stability of a clas9 of linear time-varying-gain systems, subject to white Gaussian noise input disturbance. It is shown that, if the noise is linearly related to the state of the system, a relatively simple frequency-domain inequality, that guarantees asymptotic stability with probability one (ASWPI) of the system, exists. The stochastic version of the second method of Lyapunov, along with a modified Moyer-Kalman-Yakubovich (M.K.Y.) lemma is used to derive such a condition. Finally geometric interpretation of the criterion is presented.Keywords
This publication has 1 reference indexed in Scilit:
- Frequency-domain criteria for stability of a class of nonlinear stochastic systemsIEEE Transactions on Automatic Control, 1973