Higher Order Moment Stability of Linear Stochastic Systems with State-Dependent Noises
نویسندگان
چکیده
منابع مشابه
Moment-Linear Stochastic Systems
We introduce a class of quasi-linear models for stochastic dynamics, called moment-linear stochastic systems (MLSS). We formulate MLSS and analyze their dynamics, as well as discussing common stochastic models that can be represented as MLSS. Further studies, including development of optimal estimators and controllers, are summarized. We discuss the reformulation of a common stochastic hybrid s...
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ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 1978
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.14.604