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Stability Theory of Linear and Nonlinear Stochastic Difference Systems


Ma, Fai (1981) Stability Theory of Linear and Nonlinear Stochastic Difference Systems. Dissertation (Ph.D.), California Institute of Technology.


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.
Defense Date:29 April 1981
Funding AgencyGrant Number
California Institute of TechnologyUNSPECIFIED
Record Number:CaltechETD:etd-06232005-145221
Persistent URL:
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:2703
Deposited By: Imported from ETD-db
Deposited On:24 Jun 2005
Last Modified:07 Feb 2018 22:19

Thesis Files

PDF (Ma_f_1981.pdf) - Final Version
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