On discrete stochastic bilinear systems stability (Q1088968): Difference between revisions
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Revision as of 22:17, 12 February 2024
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English | On discrete stochastic bilinear systems stability |
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On discrete stochastic bilinear systems stability (English)
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1986
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The author investigates the mean square stability of the discrete-time bilinear system \[ x(i+1)=(A_ 0+\sum^{p}_{k=1}A_ k\omega_ k(i))x(i)+Bu(i),\quad i=0,1,2,... \] in \({\mathbb{R}}^ n\) with constant matrices \(A_ 0,A_ 1,...,A_ p\) and B of appropriate order, which is disturbed by internal noise \(w(i)=(\omega_ 1(i),...,\omega_ p(i))\) and random input u(i), both being second order wide sense stationary, independently distributed random sequences. There is no ergodicity assumption. For w(i), u(i) being uncorrelated, sufficient conditions are given in terms of the second moment of \(W(i)=\sum A_ kw_ k(i)\) and the mean of \(A_ 0+W(i)\), in order that Ex(i) and \(E(x(i+k)x(i)^*)\) converge as i tends to \(\infty\).
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mean square stability
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discrete-time bilinear system
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