| 时变线性随机系统均方有界性和稳定性的充要条件(英文) |
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| 引用本文： | 邓飞其,冯昭枢,刘永清. 时变线性随机系统均方有界性和稳定性的充要条件(英文)[J]. 华南理工大学学报(自然科学版), 1997, 0(11) |
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| 作者姓名： | 邓飞其 冯昭枢 刘永清 |
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| 作者单位： | [1]华南理工大学自动控制工程系 [2]广州 |
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| 基金项目： | 国家自然科学基金，广东省自然科学基金，霍英东教育基金资助项目 |
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| 摘 要： | 研究时变线性Ito随机系统.利用等价的确定性线性系统得到时变线性Ito随机系统均方有界性和稳定性的充要条件,并在此主要结果的基础上进行了进一步的研究.文中获得的充要条件为时变线性随机系统的进一步研究提供了基础.
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| 关 键 词： | 随机系统 有界性 稳定性 等价性 充要条件 |
NECESSARY AND SUFFICIENT CONDITIONS FOR MEAN-SQUARE BOUNDEDNESS AND STABILITY OF LINEAR TIME-VARYING STOCHASTIC SYSTEMS |
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| Deng Feiqi Feng Zhaoshu Liu Yongqing. NECESSARY AND SUFFICIENT CONDITIONS FOR MEAN-SQUARE BOUNDEDNESS AND STABILITY OF LINEAR TIME-VARYING STOCHASTIC SYSTEMS[J]. Journal of South China University of Technology(Natural Science Edition), 1997, 0(11) |
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| Authors: | Deng Feiqi Feng Zhaoshu Liu Yongqing |
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| Abstract: | This paper is devoted to the investigation of time-varying linear stochastic systems of the Ito type. The necessary and sufficient conditions for the mean-square boundedness and stability of time-varying linear Ito stochastic systems are obtained via equivalent deterministic linear systems. Some further investigation is made based on the main results obtained in the paper. The obtained necessary and sufficient conditions will be the basis for further investigation into the time-varying stochastic systems. |
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| Keywords: | stochastic systems boundedness stability equivalence necessary and sufficient condition |
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