| 随机线性系统部分变元稳定的充要条件 |
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| 引用本文： | 廖伍代,万新敏,廖晓昕,沈轶. 随机线性系统部分变元稳定的充要条件[J]. 华中科技大学学报(自然科学版), 2002, 30(8): 40-42 |
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| 作者姓名： | 廖伍代 万新敏 廖晓昕 沈轶 |
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| 作者单位： | 1. 华中科技大学,控制科学与工程系
2. 空军雷达学院,基础部 |
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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 1 0 4 870 0 5 ) |
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| 摘 要： | 在引进随机线性系统截断Cauchy矩阵概念的基础上，应用矩阵分析的方法讨论了该类系统关于部分变元的几乎必然稳定性（a.s.稳定性），得到了只依赖于截断Cauchy矩阵有界性或渐近性的系统各种a.s.稳定的等价条件及系统某些不同稳定性之间的等价关系，研究结果在系统分析与设计中具有理论指导意义。
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| 关 键 词： | Ito微分方程 Cauchy矩阵 部分变元稳定性 几乎必然稳定性 充要条件 |
| 文章编号： | 1671-4512(2002)08-0040-03 |
| 修稿时间： | 2001-11-01 |
Necessary and sufficient conditions of the stability concerning partial variables of stochastic linear systems |
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| Liao Wudai Wan Xinmin Liao Xiaoxin Shen Yi Lect., Dept. of Control Sci., Eng.,Huazhong Univ. of Sci. , Tech.,Wuhan ,China.. Necessary and sufficient conditions of the stability concerning partial variables of stochastic linear systems[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 2002, 30(8): 40-42 |
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| Authors: | Liao Wudai Wan Xinmin Liao Xiaoxin Shen Yi Lect. Dept. of Control Sci.& Eng. Huazhong Univ. of Sci. & Tech. Wuhan China. |
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| Affiliation: | Liao Wudai Wan Xinmin Liao Xiaoxin Shen Yi Lect., Dept. of Control Sci.& Eng.,Huazhong Univ. of Sci. & Tech.,Wuhan 430074,China. |
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| Abstract: | Interceptive Cauchy matrices of stochastic linear systems were introduced. Based on the matrices, almost sure stability (a.s. stability) with respect to partial variables of the systems was studied by using matrix analysis methods. Some equivalent criteria for different kinds of a. s. stabilities of the systems were obtained which only depend on the bounded or asymptotic properties of the interceptive Cauchy matrices, and some equivalent relationships among some different kinds of concepts of stability were also examined. The results are naturally generalized ones of deterministic cases and are of theoretical meaning in the analysis and synthesis of the system. |
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| Keywords: | It stochastic differential equations Cauchy matrix stability concerning partial variables almost sure stability equivalent conditions |
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