Citation
Ma, Fai (1981) Stability Theory of Linear and Nonlinear Stochastic Difference Systems. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/QZ4T-R653. https://resolver.caltech.edu/CaltechETD:etd-06232005-145221
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.
| Item Type: | Thesis (Dissertation (Ph.D.)) | ||||
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| Subject Keywords: | Applied Mathematics | ||||
| Degree Grantor: | California Institute of Technology | ||||
| Division: | Physics, Mathematics and Astronomy | ||||
| Major Option: | Applied Mathematics | ||||
| Thesis Availability: | Public (worldwide access) | ||||
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| Defense Date: | 29 April 1981 | ||||
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| Record Number: | CaltechETD:etd-06232005-145221 | ||||
| Persistent URL: | https://resolver.caltech.edu/CaltechETD:etd-06232005-145221 | ||||
| DOI: | 10.7907/QZ4T-R653 | ||||
| Default Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | ||||
| ID Code: | 2703 | ||||
| Collection: | CaltechTHESIS | ||||
| Deposited By: | Imported from ETD-db | ||||
| Deposited On: | 24 Jun 2005 | ||||
| Last Modified: | 12 May 2020 23:25 |
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