|
EPrints@IIT Delhi >
Faculty Research Publicatons >
Electrical Engineering >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/2074/1749
|
| Title: | Frequency-domain criteria for stability of a class of nonlinear stochastic systems |
| Authors: | Mahalanabis, A
Purkayastha, S |
| Keywords: | frequency-domain
ensure asymptotic
white-noise parameter |
| Issue Date: | 1973 |
| Citation: | Automatic Control, IEEE Transactions on, 18(3), 266 - 270p. |
| Abstract: | The problem of finding frequency-domain conditions that are sufficient to ensure asymptotic stability with probability one (ASWP 1) of a Lure-type system with white-noise input disturbance is considered. It is shown that, if the noise is linearly related to the state of the system, a relatively simple frequency-domain inequality that guarantees ASWP 1 of the system exists. The stochastic version of the second method of Lyapunov, along with a Meyer-Kalman-Yakubovich(MKY)-type lemma, is used to derive such a condition, assuming first that only sector information of the nonlinearity is available. A modification of this lemma is subsequently used to derive an improved stability condition, assuming that both sector and slope information of the nonlinearity are available. Finally, the case of a differential system with white-noise parameter perturbation is considered and an illustrative example is presented. |
| URI: | http://eprint.iitd.ac.in/dspace/handle/2074/1749 |
| Appears in Collections: | Electrical Engineering
|
Files in This Item:
| File |
Description |
Size | Format |
|---|
| mahalanabisfre1973.pdf | | 65Kb | Adobe PDF | View/Open |
|
Show full item record
All items in DSpace are protected by copyright, with all rights reserved.
|
