Characterization of stochastic processes which stabilize linear companion form systems

被引：6

作者：

Kao, J ^{[1
]}

Wihstutz, V

机构：

[1] Univ San Francisco, San Francisco, CA 94117 USA

[2] Univ N Carolina, Charlotte, NC 28223 USA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2000年 / 89卷 / 01期

关键词：

Lyapunov exponents; stability; stabilization by noise; stochastic linear systems; integrals of stationary processes;

D O I：

10.1016/S0304-4149(00)00012-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The class of stochastic processes is characterized which, as multiplicative noise with large intensity, stabilizes a linear system with companion form d x d-matrix. This includes the characterization of parametric noise which stabilizes the damped inverse pendulum. The proof yields also an expansion of the top Lyapunov exponent in terms of the noise intensity as well as a criterion for a stationary diffusion process permitting a stationary integral and it shows that stabilizing noise averages the Lyapunov spectrum. (C) 2000 Elsevier Science B.V. All rights reserved. MSC. 60H10; 93E15.

引用

页码：49 / 68

页数：20

共 22 条

[1]

[Anonymous], MATH STUDIES

[2] WIDE SENSE STATIONARY SOLUTIONS OF LINEAR-SYSTEMS WITH ADDITIVE NOISE [J].