On robustness of linear systems with random time-varying parameters

MaRDI QIDQ1914342zbMATH OpenFDO

Authors Valery Ugrinovskii

Publication date 12 June 1996

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

companion formexponential second moment stabilityrobust stability

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Robust stability (93D09) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Review text

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.

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Cited in

(1)

• scientific article; zbMATH DE number 494432 (Why is no real title available?)

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