Stability of some linear stochastic systems
โ Scribed by T Morozan
- Publisher
- Elsevier Science
- Year
- 1967
- Tongue
- English
- Weight
- 631 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0022-0396
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The control of uncertain non-linear discrete-time systems having stochastic cone-bounded non-linearities is considered. First, a quadratic performance bound and a guaranteed-cost optimal state feedback controller are derived. Then, an auxiliary system is introduced. It is shown that the quadratic op
## Abstract The relationship between the spectral radius and the decay rate for discrete stochastic systems is investigated. Several equivalent conditions are obtained, which guarantee a specified decay rate of the closedโloop systems. Based on the relationship, this paper provides a design method