On the stochastic stability of linear systems containing colored multiplicative noise
نویسندگان
چکیده
منابع مشابه
Containing Colored Multiplicative Noise
Necessary and sufficient conditiom are derived nnder which agiven set of hear hcb'onalsassume unique values over the solution sedof a hear equation; the latter property is referred to as partial uniqueness.The wefnlness of the conditions obtained for partial uniqueness is dem-onstrated by applying them to various problems of observab~tyand inputidentirLsbilit...
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A kind of inverse stochastic resonance (ISR) observed in ac-driven electroconvection (EC) in a nematic liquid crystal is presented. In successive pattern evolutions by increasing noise intensity V_{N}, a typical EC (with a normalized amplitude A_{0}=1 at V_{N}=0) disappears (A_{0}→0), and then the rest state (A_{0}=0) reenters into the EC (A_{0}=1); eventually, it develops into complicated EC(A...
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We consider the stochastic heat equation with multiplicative noise ut = 1 2 ∆u + uẆ in R+ × R , whose solution is interpreted in the mild sense. The noise Ẇ is fractional in time (with Hurst index H ≥ 1/2), and colored in space (with spatial covariance kernel f). When H > 1/2, the equation generalizes the Itô-sense equation for H = 1/2. We prove that if f is the Riesz kernel of order α, or the ...
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چکیده ندارد.
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We use the logistic growth model to describe the bacterium growth in the presence of a Gaussian colored noise. The effects of multiplicative colored noise on the steady state probability distribution of the bacterium growth were investigated. Our results show that increasing the strength of the multiplicative colored noise may lead to decreasing bacterium number and even bacterium extinction. O...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1975
ISSN: 0018-9286
DOI: 10.1109/tac.1975.1101072