On the Almost Sure Stability of Linear Stochastic Systems
- 1 June 1970
- journal article
- Published by ASME International in Journal of Applied Mechanics
- Vol. 37 (2) , 541-543
- https://doi.org/10.1115/1.3408546
Abstract
A new sufficient condition for the almost surely asymptotic stability of ergodic coefficient linear stochastic systems is presented and is compared with previously published results. Two examples are given to illustrate the sufficient condition thus derived and to demonstrate the considerable extension, using this method, of the region of stability over the existing results.Keywords
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