Paper Info
Title
Almost Sure Stability Of Stochastic Linear Systems With Ergodic Parameters: An Average Contractivity Criterion
Abstract
This paper deals with the notion of almost sure stability for linear stochastic systems whose dynamic matrix depends on an ergodic process. It is shown that such systems are exponentially almost surely stable if and only if their transition matrix is averagely contractive over a finite, yet unknown, time interval. In order to test almost sure stability, an efficient computational procedure based on a Monte Carlo strategy is proposed. The applicability of the proposed method is illustrated by means of a numerical example.
Year
DOI
Venue
2006
10.1109/CDC.2006.377061
PROCEEDINGS OF THE 45TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14
Keywords
DocType
ISSN
monte carlo,linear system,linear systems,transition matrix,asymptotic stability,monte carlo methods
Conference
0743-1546
Citations 
PageRank 
References 
3
0.55
4
Authors
3
Name
Order
Citations
PageRank
Paolo Bolzern130430.90
Patrizio Colaneri295090.11
Giuseppe De Nicolao373876.26