Abstract

In this report the stability of linear and nonlinear stochastic difference systems is considered. Explicit criteria for stability are derived. An algorithm is developed for computing the moments of linear stochastic systems when a certain Lie-algebraic condition is satisfied. The relationship between various stability definitions is explored.

Full Text
Published version (Free)

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 call