| 随机线性系统部分变元依概率强稳定性研究 |
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| 引用本文： | 蹇继贵,沈轶,廖晓昕.随机线性系统部分变元依概率强稳定性研究[J].华中科技大学学报(自然科学版),2004,32(4):68-70. |
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| 作者姓名： | 蹇继贵 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,湖北,武汉,430074 |
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| 基金项目： | 国家自然科学基金资助项目 (No.6 0 2 74 0 0 7,No.6 0 0 74 0 0 8)，高等学校博士学科专项基金资助项目 (2 0 0 10 4 870 0 5 ) |
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| 摘 要： | 借助随机线性系统的Cauchy矩阵解及其截断矩阵解，通过引进随机线性系统左截Cauchy矩阵解和右截Cauchy矩阵解，并运用测度的单调性与连续性，讨论了线性Ito随机系统部分变元的依概率强稳定性，得出了该系统只依赖于左截Cauchy矩阵解的有界性和右截Cauchy矩阵解的渐近性的各种依概率强稳定、强一致稳定、强渐近稳定、强一致渐近稳定的等价关系。
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| 关 键 词： | Ito随机微分方程 部分变元 依概率强稳定 Cauchy矩阵解 测度的单调性与连续性 |
| 文章编号： | 1671-4512(2004)04-0068-03 |
| 修稿时间： | 2003年6月2日 |
Strong stability of probability of partial variables in the stochastic linear system |
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| Jian Jigui Shen Yi Liao Xiaoxin Doctoral Candidate, Dept. of Control Sci. & Eng.,Huazhong Univ. of Sci. & Tech.,Wuhan ,China..Strong stability of probability of partial variables in the stochastic linear system[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,2004,32(4):68-70. |
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| Authors: | Jian Jigui Shen Yi Liao Xiaoxin Doctoral Candidate Dept of Control Sci & Eng Huazhong Univ of Sci & Tech Wuhan China |
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| Institution: | Jian Jigui Shen Yi Liao Xiaoxin Doctoral Candidate, Dept. of Control Sci. & Eng.,Huazhong Univ. of Sci. & Tech.,Wuhan 430074,China. |
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| Abstract: | Solutions of left and right interceptive Cauchy matrices were introduced by using Cauchy matrices solutions and solutions of interceptive Cauchy matrices. Based on these matrices solutions and the monotonicity and continuity of measurement,the strong stability of probability of partial variables in It stochastic linear system were discussed and some equivalent criteria for strong stability of partial variables in the systems were obtained. They depended on the boundedness of solutions of the left interceptive Cauchy matrices and asymptotic properties of solutions of the right interceptive Cauchy matrices,including strong stability,strong uniform stability,strong asymptotic stability,strong uniformly asymptotic stability. |
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| Keywords: | It^o stochastic differential equations partial variable strong stability probability Cauchy matrix solution monotonicity and continuity measure |
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