This paper deals with the notion of almost sure stability for linear stochastic systems whose dynamic matrix depends on an ergodic process. A stochastic small-gain theorem ensuring exponential almost sure stability is proven. The condition requires that the mean square value of the parameter is less than a constant involving the H∞-norm of an appropriate transfer function. © 2007 EUCA.
Almost sure stability of stochastic linear systems with ergodic parameters: A small-gain theorem
DE NICOLAO, GIUSEPPE
2015-01-01
Abstract
This paper deals with the notion of almost sure stability for linear stochastic systems whose dynamic matrix depends on an ergodic process. A stochastic small-gain theorem ensuring exponential almost sure stability is proven. The condition requires that the mean square value of the parameter is less than a constant involving the H∞-norm of an appropriate transfer function. © 2007 EUCA.File in questo prodotto:
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