Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time

被引:0
|
作者
D. G. Korenevskii
机构
[1] Institute of Mathematics,
[2] Ukrainian Academy of Sciences,undefined
来源
Mathematical Notes | 2001年 / 70卷
关键词
delay difference equation; deterministic and stochastic systems; Lyapunov stability; asymptotic stability; Lyapunov function;
D O I
暂无
中图分类号
学科分类号
摘要
We give spectral and algebraic coefficient criteria (necessary and sufficient conditions) as well as sufficient algebraic coefficient conditions for the Lyapunov asymptotic stability of solutions to systems of linear deterministic or stochastic delay difference equations with continuous time under white noise coefficient perturbations for the case in which all delay ratios are rational. For stochastic systems, mean-square asymptotic stability is studied. The Lyapunov function method is used. Our criteria on algebraic coefficients and our sufficient conditions are stated in terms of matrix Lyapunov equations (for deterministic systems) and matrix Sylvester equations (for stochastic systems).
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页码:192 / 205
页数:13
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