| 离散时间随机系统的稳定性分析 |
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| 引用本文： | 王涛 盛昭瀚. 离散时间随机系统的稳定性分析[J]. 系统工程学报, 1994, 9(2): 43-52 |
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| 作者姓名： | 王涛 盛昭瀚 |
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| 作者单位： | 东南大学系统工程研究所 |
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| 摘 要： | 对由定常非线性随机差分模型所定义状态空间为一般可测空间的离散时间随机系统，本文应用一般状态马氏链遍历性有关理论分析了系统的稳定性问题，给出了由系统相应确定性部分的Ｌｙａｐｕｎｏｖ函数来判别系统稳定的若干充分条件。
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| 关 键 词： | 随机系统 稳定性 随机微分方程 马氏链 |
STABILITY OF DISCRETE-TIME STOCHASTIC SYSTEM |
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| Wang Tao,Sheng Zhaohan. STABILITY OF DISCRETE-TIME STOCHASTIC SYSTEM[J]. Journal of Systems Engineering, 1994, 9(2): 43-52 |
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| Authors: | Wang Tao Sheng Zhaohan |
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| Abstract: | In this paper,discrete-time stochastic systems defined by time invariant non-linear stochastic difference equations on general measurable spaces are considered. Stability of the systems are analyzed by utilizing results from ergodic theory of general state Markov chains. Some sufficient conditions for the stability of the systems are presented in terms of the Lyapunov functions of their associated deterministic parts. |
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| Keywords: | Markov chain ergodicity discrete-time stochastic systems stabiLity |
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