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Stochastic Systems with a Random Jump in Phase Trajectory: Stability of Their Motion

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Abstract

The probabilistic stability of the perturbed motion of a system with parameters under the action of a general Markov process is studied. The phase vector is assumed to experience random jumps when the structure the system suffers random jumps. Such a situation is encountered, for example, in the motion of a solid with random jumps in its mass. The mean-square stability of random-structure linear systems and stability of nonlinear systems in the first approximation are studied. The applied approach is helpful in studying the asymptotic probabilistic stability and mean-square exponential stability of stochastic systems through the stability of the respective deterministic systems.

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Zav'yalova, T.V., Kats, I.Y. & Timofeeva, G.A. Stochastic Systems with a Random Jump in Phase Trajectory: Stability of Their Motion. Automation and Remote Control 63, 1070–1079 (2002). https://doi.org/10.1023/A:1016102730151

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