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Mean square stability conditions for discrete stochastic bilinear systems

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2 Author(s)
Kubrusly, C.S. ; LNCC/CNPq, Rio di Janeiro, Brazil ; Costa, O.

Necessary and sufficient conditions for mean square stability are proved for the following class of nonlinear dynamical systems: finite-dimensional bilinear models, evolving in discrete-time, and driven by random sequences. The stochastic environment under consideration is characterized only by independence, wide sense stationarity, and second-order properties. Thus, we do not assume random sequences to be Gaussian, zero-mean, or ergodic. The probability distributions involved are allowed to be arbitrary and unknown. Limiting state moments are given in terms of the model parameters and disturbances moments.

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Automatic Control, IEEE Transactions on  (Volume:30 ,  Issue: 11 )