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On the moment stability of gaussian random linear systems

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N. Bershad; P. Derusso
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Abstract:

The theory of moment stability of random linear systems is extended to systems containing stationary, possibly correlated, Gaussian random parameters with rational nonwhi...Show More

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Abstract:

The theory of moment stability of random linear systems is extended to systems containing stationary, possibly correlated, Gaussian random parameters with rational nonwhite spectra. Sufficient conditions for the stability of the moments of the system are derived. Several stronger results are obtained for some restricted systems.
Published in: IEEE Transactions on Automatic Control ( Volume: 9, Issue: 3, July 1964)
Page(s): 301 - 303
Date of Publication: 31 July 1964

ISSN Information:

DOI: 10.1109/TAC.1964.1105707
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