Stability of Circuits With Randomly Time-Varying Parameters
- 1 May 1959
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IRE Transactions on Circuit Theory
- Vol. 6 (5) , 260-270
- https://doi.org/10.1109/tct.1959.1086610
Abstract
This paper is concerned with the stability, in a stochastic sense, of circuits or systems described by ordinary differential equations with randomly time varying parameters. Sufficient conditions for stability in the mean square are obtained by an extension of "Lyapunov's Second Method" to stochastic problems. The general result while appliable to non-linear as well as linear systems, presents formidable computational difficulties except for a few special cases which are tabulated. The linear case with certain assumptions concerning the statistical independence of parameter variation is carried out in detail.Keywords
This publication has 1 reference indexed in Scilit:
- The A Matrix, New Network DescriptionIRE Transactions on Circuit Theory, 1957