On robustness of linear systems with random time-varying parameters (Q1914342)

The author considers a linear \(n\)-dimensional system in companion form which is perturbed by multiplicative white noise (with \(n\) independent noise sources of given intensity). The problem is to establish robustness of exponential 2nd moment stability with respect to the \(n\) entries of the companion form matrix (= drift matrix) varying over a given subset of \(\mathbb{R}^n\). Sufficient conditions are given 1) in algebraic terms involving the characteristic polynomials of the companion form matrices and the noise intensity and 2) in frequency terms derived from estimates of the input-output transition function.