Direct algebraic criteria for exponential moment stability of linear stochastic systems

Autor: Deng Fei-qi, Chen Jintang, Yao Hongzhu, Liu Yongqing
Rok vydání: 2000
Předmět:
Zdroj: Proceedings of the 2000 American Control Conference. ACC (IEEE Cat. No.00CH36334).
DOI: 10.1109/acc.2000.876932
Popis: In this paper, exponential moment stability of linear stochastic systems with coloured noises and white noises is investigated, direct algebraic criteria by the Kroecker matrix product are obtained, thus complete algebraic criteria suitable for application with computers are obtained for the exponential moment stability of linear stochastic systems with coloured noises and white noises.
Databáze: OpenAIRE