Average value criteria for stochastic stability
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.
KeywordsTransfer Function Asymptotic Stability Feedback System Symmetric System Stochastic Stability
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