Stability of nonlinear pulse systems in the presence of random disturbances of parameters (Q1287261): Difference between revisions

The authors consider a nonlinear stochastic system described by the Itô equation \[ dx = (Ax+bf(t)) + bx^\ast R dw,\quad \sigma = c^\ast x, \] where \(A\) and \(R\) are constant matrices of dimensions \(m\times m\) and \(m\times l,\) respectively; \(b\) and \(c\) are constant \(m\)-dimensional columns; \(w(t)\) is an \(m\)-dimensional Wiener process with a parastrophic matrix \(B\) (all values are real ones); \(f(t)\) is a signal at the output of a nonlinear scalar converter; and \(\sigma(t)\) is a signal at the input of this converter. It is assumed that the nonlinear converter is a pulse unit mapping the continuous function \(\sigma(t)\) (the modulating signal) into both the function \(f(t)\) and the sequence \(\{t_n\} (n = 0,1,2,\dots; t_0 = 0),\) which display the following properties. The quantity \(f(t)\) only depends on values of \(\sigma(\tau)\) at \(\tau\leqslant t\); the function \(f(t)\) is a piecewise continuous one on the interval \([t_n,t_{n+1}]\) and retains its sign on it. The times \(t_n\) only depend on values of \(\sigma(t)\) at \(t\leqslant t_n\) and satisfy at all \(n\) the inequality \(0<\delta_0T\leqslant t_{n+1} -t_n\leqslant T\) \((0<\delta_0<1),\) which means the boundedness of the pulsation frequency from above and below. By means of the averaging method, the frequency stability criteria in the presence of any initial disturbances of pulse systems containing stable linear units exposed to white noise disturbances of their parameters are derived.