| 随机线性系统依概率稳定的若干等价条件 |
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| 引用本文： | 廖伍代,沈轶,廖晓昕.随机线性系统依概率稳定的若干等价条件[J].华中科技大学学报(自然科学版),2002,30(7):48-50. |
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| 作者姓名： | 廖伍代 沈轶 廖晓昕 |
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| 作者单位： | 华中科技大学控制科学与工程系 |
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| 基金项目： | 国家自然科学基金资助项目 (6 0 0 74 0 0 8)，高等学校博士学科点专项基金资助项目 (2 0 0 10 4 870 0 5 ) |
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| 摘 要： | 在系统分析与设计时，需要对系统的动态行为有所了解。为此，讨论了Ito^微分方程描述的线性随系统依概率稳定性问题。借助Cauchy矩阵，利用测度的单调性与连续性，得到了该类系统在概率意义下的稳定性，包括稳定、一致稳定、渐近稳定和全局稳定的若干充要条件，这些条件只与Cauchy矩阵的有界性和吸引性有关。
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| 关 键 词： | 随机线性系统 等价条件 Ito^随机微分方程 依概率稳定 测度连续 测量单调 Cauchy矩阵 一致稳定 渐近稳定 |
| 文章编号： | 1671-4512(2002)07-0048-03 |
| 修稿时间： | 2001年12月31 |
Some equivalent conditions of stability in probability for stochastic linear systems |
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| Liao Wudai Shen Yi Liao Xiaoxin Doctoral Candidate., Dept. of Control Sci. & Eng.,Huazhong Univ. of Sci. & Tech.,Wuhan ,China..Some equivalent conditions of stability in probability for stochastic linear systems[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,2002,30(7):48-50. |
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| Authors: | Liao Wudai Shen Yi Liao Xiaoxin Doctoral Candidate Dept of Control Sci & Eng Huazhong Univ of Sci & Tech Wuhan China |
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| Institution: | Liao Wudai Shen Yi Liao Xiaoxin Doctoral Candidate., Dept. of Control Sci. & Eng.,Huazhong Univ. of Sci. & Tech.,Wuhan 430074,China. |
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| Abstract: | The stability in probability for stochastic linear systems described by It differential equations were discussed. By using Cauchy matrix and monotony and continuity of measure, some equivalent conditions were obtained, which only depended on the boundedness and attractability of Cauchy matrix, to p stability of the systems, including stability, uniform stability, asymptotical stability and global stability. |
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| Keywords: | It stochastic differential equations p stability monotony and continuity of measure |
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