Almost-Sure Stability of Some Linear Stochastic Systems

DOI10.1115/1.3176041zbMath0685.73041OpenAlexW2069816782MaRDI QIDQ4203887

Binh-Le Ly, S. T. Ariaratnam

Publication date: 1989

Published in: Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.3176041

zbMATH Keywords

linear second-order systemsparametrically excitedergodic, ``nonwhite, random processesexcitation intensitiesfamily of stability boundariesoptimum matrixpositive-definite quadratic function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Random vibrations in dynamical problems in solid mechanics (74H50)

Related Items (7)

Moment Lyapunov exponents of the stochastic parametrical Hill's equation ⋮ On the stability of slowly time-varying linear systems ⋮ Almost sure stability condition of weakly coupled linear nonautonomous random systems ⋮ Stability and robustness analysis of a linear time-periodic system subjected to random perturbations ⋮ Stochastic bifurcation ⋮ Stochastic bifurcation ⋮ Influence of randomly varying damping coefficient on the dynamic stability of continuous systems

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