Accession Number:

AD0274305

Title:

ON THE STABILITY OF RANDOMLY VARYING SYSTEMS

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY ELECTRONICS RESEARCH LAB

Personal Author(s):

Report Date:

1961-07-05

Pagination or Media Count:

83.0

Abstract:

This analysis is concerned with the stability of random systems, that is, systems whose internal characteristics are governed by probability laws. Concepts of stability appropriate to random differential systems are formulated and discussed. Precise definitions of stability are stated and theorems interrelating these definitions are proven. Some particular types of stability investigated are, in the mean norm, in the ith moment, in probability, almost sure, and almost uniform-in-omega. Particular attention is focused on the random linear vector differential equation with piecewise constant parameters.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE