ON THE STABILITY OF RANDOMLY VARYING SYSTEMS

Abstract

This analysis is concerned with the stability of random systems, that is, systems whose internal characteristics are governed by probability laws. Concepts of stability appropriate to random differential systems are formulated and discussed. Precise definitions of stability are stated and theorems interrelating these definitions are proven. Some particular types of stability investigated are, in the mean norm, in the ith moment, in probability, almost sure, and almost uniform-in-omega. Particular attention is focused on the random linear (vector) differential equation with piecewise constant parameters.

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Document Details

Document Type
Technical Report
Publication Date
Jul 05, 1961
Accession Number
AD0274305

Entities

People

  • B.h. Bharucha

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Communication Systems
  • Computers
  • Control Systems
  • Difference Equations
  • Differential Equations
  • Eigenvalues
  • Equations
  • Linear Differential Equations
  • Linear Systems
  • Markov Chains
  • Markov Processes
  • Probability
  • Probability Distributions
  • Random Variables
  • Time Intervals
  • United States

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.
  • Theoretical Analysis.