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Stability theory of linear and nonlinear stochastic difference systems

Citation

Ma, Fai (1981) Stability theory of linear and nonlinear stochastic difference systems. Dissertation (Ph.D.), California Institute of Technology. http://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.))
Degree Grantor:California Institute of Technology
Division:Engineering and Applied Science
Major Option:Applied And Computational Mathematics
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • Caughey, Thomas Kirk
Thesis Committee:
  • Unknown, Unknown
Defense Date:29 April 1981
Record Number:CaltechETD:etd-06232005-145221
Persistent URL:http://resolver.caltech.edu/CaltechETD:etd-06232005-145221
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:08 Jan 2014 23:29

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