On Second-Moment Stability of Discrete-Time Linear Systems With General Stochastic Dynamics
نویسندگان
چکیده
This article provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations notions are studied general dynamics, and associated Lyapunov inequalities derived. The system dynamics may depend on any type process in our framework. Our results the can immediately lead us to more specific tractable conditions when underlying is restricted definite one. Usefulness developed demonstrated through three selected applications.
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2022
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2021.3057994