Stability Criteria for Continuous-Time Systems with Colored Multiplicative Noise.

Abstract

Uncertain elements must be considered in the mathematical model of many dynamical systems. The theory associated with additive noise models is quite advanced, but many control problems are more realistically modeled as containing uncertain and time varying parameters or gains. For multiplicative gains of the white noise type, necessary and sufficient conditions for the stability of many of these systems have been derived previously. In this article, we develop conditions for the stability of some continuous-time systems containing multiplicative colored noise.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1977
Accession Number
ADA042866

Entities

People

  • David N. Martin
  • Timothy L. Johnson

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Air Force
  • Applied Mechanics
  • Bandwidth
  • Boundaries
  • Differential Equations
  • Electrical Engineering
  • Engineering
  • Equations
  • Feedback
  • Frequency
  • Integral Equations
  • Integrals
  • Mathematical Models
  • Models
  • Noise
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Distributed Systems and Data Platform Development
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Statistical inference.