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Average value criteria for stochastic stability

  • Roger W. Brockett
  • Jan C. Willems
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)

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.

Keywords

Transfer Function Asymptotic Stability Feedback System Symmetric System Stochastic Stability 
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References

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Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Roger W. Brockett
    • 1
  • Jan C. Willems
    • 2
  1. 1.Division of Engineering and Applied PhysicsHarvard UniversityCambridgeU.S.A.
  2. 2.Department of Electrical EngineeringMassachusetts Institute of TechnologyCambridgeU.S.A.

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