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Avtomatika i Telemekhanika, 1988, Issue 6, Pages 77–86 (Mi at6700)  
Stochastic Systems

An algebraical criterion of absolute stability for nonlinear discrete-time stochastic systems with multiplicative white noises

P. V. Pakshin

Arzamas
Full-text PDF (1071 kB)
Abstract: Stochastic systems are considered characterized by discrete time, multiplicativewhite noises, and vectorial nonlinearity which satisfies sector constraints. The method of stochastic Lyapunov function leads to sufficient conditions for exponential mean square stability expressed algebraicaly.

Received: 03.03.1987
Bibliographic databases:
Document Type: Article
UDC: 62-504.52
Language: Russian
Citation: P. V. Pakshin, “An algebraical criterion of absolute stability for nonlinear discrete-time stochastic systems with multiplicative white noises”, Avtomat. i Telemekh., 1988, no. 6, 77–86; Autom. Remote Control, 49:6 (1988), 749–756
Citation in format AMSBIB
\Bibitem{Pak88}
\by P.~V.~Pakshin
\paper An algebraical criterion of absolute stability for nonlinear discrete-time stochastic systems with multiplicative white noises
\jour Avtomat. i Telemekh.
\yr 1988
\issue 6
\pages 77--86
\mathnet{http://mi.mathnet.ru/at6700}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=956586}
\zmath{https://zbmath.org/?q=an:0669.93082}
\transl
\jour Autom. Remote Control
\yr 1988
\vol 49
\issue 6
\pages 749--756
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