Direct algebraic criteria for exponential moment stability of linear stochastic systems

Yao Hongzhu Yao Hongzhu,Liu Yongqing Liu Yongqing,Chen Jintang Chen Jintang,Deng Feiqi Deng Feiqi

doi:10.1109/acc.2000.876932

Direct algebraic criteria for exponential moment stability of linear stochastic systems

Yao Hongzhu Yao Hongzhu, Liu Yongqing Liu Yongqing + Show 2 more

https://doi.org/10.1109/acc.2000.876932

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Publication Date: Jan 1, 2000

Citations: 1

Affiliation: South China University of Technology

#Stability Of Linear Stochastic Systems #Stability Of Linear Systems + Show 8 more

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Abstract

In this paper, exponential moment stability of linear stochastic systems with coloured noises and white noises is investigated, direct algebraic criteria by the Kroecker matrix product are obtained, thus complete algebraic criteria suitable for application with computers are obtained for the exponential moment stability of linear stochastic systems with coloured noises and white noises.

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