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Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems

  • Jacques L. Willems
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)

Abstract

This paper deals with the stability of a particular class of stochastic systems; feedback systems are considered which have a feedback gain with a deterministic gain which may be nonlinear and/or time-varying and a stochastic component which is white noise. Lyapunov functions are constructed and criteria for global stability are derived similar to the results available for related deterministic feedback systems, such as the Routh-Hurwitz criterion, the Popov criterion, and the circle criteria.

Keywords

Lyapunov Function Feedback Gain Null Solution Quadratic Lyapunov Function Circle Criterion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Jacques L. Willems
    • 1
  1. 1.University of GentGentBelgium

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