CaltechTHESIS
  A Caltech Library Service

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.))
Subject Keywords:Applied Mathematics
Degree Grantor:California Institute of Technology
Division:Engineering and Applied Science
Major Option:Applied Mathematics
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • Caughey, Thomas Kirk
Thesis Committee:
  • Keller, Herbert Bishop (chair)
  • Franklin, Joel N.
  • Lorden, Gary A.
  • Caughey, Thomas Kirk
Defense Date:29 April 1981
Funders:
Funding AgencyGrant Number
California Institute of TechnologyUNSPECIFIED
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:17 Aug 2018 00:17

Thesis Files

[img]
Preview
PDF (Ma_f_1981.pdf) - Final Version
See Usage Policy.

1369Kb

Repository Staff Only: item control page