Abstract
We have presented here a number of results on the stability of linear systems with stochastic coefficients. Two average value criteria for almost sure stability were derived and we showed how one may use deterministic stability results like the multivariable circle criterion in order to obtain mean square stability criteria in the case the stochastic parameters are white noise processes.
Supported in part by the U.S. Office of Naval Research under the Joint Services Electronics Program by Contract N00014-67-A-0298-0006 and by the National Aeronautics and Space Administration under Grant NGR 22-007-172.
Supported in part by the National Aeronautics and Space Administration, Ames Research Center, under Grant NGL 22-009-124 and by the National Science Foundation under Grant No. GK-25781.
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Brockett, R.W., Willems, J.C. (1972). Average value criteria for stochastic stability. In: Stability of Stochastic Dynamical Systems. Lecture Notes in Mathematics, vol 294. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064946
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DOI: https://doi.org/10.1007/BFb0064946
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