| Moment Equations of Linear It Stochastic Systems with Applications |
| |
| 摘 要： | 1.INTRODUCTIONAsiswellknown,stochasticsystemmodeloftheIt6typeisoneofthemostimportantmodelsforstochasticsystems,manystochasticsystemswithcolorednoisecanbestudiedwithhelpoftheIt6stochasticsystemsif.ForthestabilityandcontrolproblemofIt6stochasticsystems,nlallyresultshavebeenobtainedintheliteraturesl~6].Whilesomebasicproblems,suchasthenecessaryandsufficientconditionofmean-squarestabilityoflinearIt6stochasticsystems,havehotbeensolved.Inthepreviousliterature,someresultsonthestabilityoflinear…
|
|
|
