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
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:||Restricted to Caltech community only|
|Defense Date:||29 April 1981|
|Default Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Imported from ETD-db|
|Deposited On:||24 Jun 2005|
|Last Modified:||26 Dec 2012 02:53|
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