Stability Theory of Linear and Nonlinear Stochastic Difference Systems

Author: Ma, Fai

Year: 1981

Degree: Dissertation (Ph.D.)

Advisor: Caughey, Thomas Kirk

Committee Members: Keller, Herbert Bishop; Franklin, Joel N.; Lorden, Gary A.; Caughey, Thomas Kirk

Option: Applied Mathematics; Engineering

DOI: 10.7907/QZ4T-R653

Abstract

In this report the stability of linear and nonlinear stochastic difference systems is considered. Explicit criteria for stability are derived. An algorithm is developed for computing the moments of linear stochastic systems when a certain Lie-algebraic condition is satisfied. The relationship between various stability definitions is explored.

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