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Stability of systems with randomly time-varying parameters

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1 Author(s)
Bergen, A.R. ; University of California, Berkeley, CA, USA

The stability of a system which alternates between stable and unstable configurations at random times may be investigated conveniently using Kronecker products. The system is stable with probability one if, and only if, all the eigenvalues of a specified matrix lie within the unit circle. If stability in the presence of a parameter adjustment is to be investigated, a root-locus plot of the eigenvalues is convenient.

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Automatic Control, IRE Transactions on  (Volume:5 ,  Issue: 4 )