Abstract
Stability conditions are given for time-varying discrete-time linear systems driven by second order noise. We assume that the stochastic system satisfies a prescribed time-average bound on the sum of successive second moments of the state variable. We show that under this and some other mild assumptions, the time-varying system is asymptotically stable. An immediate consequence of the present approach is that the system is also uniformly asymptotically stable provided that the system under investigation is periodic.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
