Stability of Stochastic Dynamical Systems

Proceedings of the International Symposium Organized by 'The Control Theory Centre', University of Warwick, July 10-14, 1972

348 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

Stochastic differentials of continuous local quasi-martingales.- An application of itô's formula to stochastic control systems.- Stability and angular behavior of solutions of stochastic differential equations.- Boundedness properties for stochastic systems.- System identification.- Parametrization and identification of linear multivariable systems.- Optimization of sensors' location in a distributed filtering problem.- Some banach-valued processes with applications.- Stochastic stability.- Stabilization of linear systems with multiplicative noise.- Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems.- Stability of model-reference systems with random inputs.- Regions of instability for a linear system with random parametric excitation.- Analytical study on n-th order linear system with stochastic coefficients.- Stability of the linear stochastic system.- The fokker-planck-kolmogorov equation in the analysis of nonlinear feedback stochastic systems.- Stability of linear cylindrical shells subjected to stochastic excitations.- Average value criteria for stochastic stability.- Ultimate behaviour of a class of stochastic differential systems dependent on a parameter.- Stable periodic solutions of weakly nonlinear stochastic differential equations.- Stability of mechanical systems under stochastic parametric excitation.- Waves in a rotating stratified fluid with laterally varying random inhomogeneities.- The stability of a satellite with parametric excitation by the fluctuations of the geomagnetic field.- Application of averaging principle in nonlinear oscillatory stochastic systems.- Optimization of multi-dimensional stochastic systems and stability of solutions.

• Reihe: Lecture Notes in Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Angewandte Mathematik Stochastik
• ISBN: 9783540060505
• Sprache: Englisch
• Erscheinungsdatum: 30.10.1972
• Größe: 235 x 155 mm
• Verlag: Springer
• Herausgegeben von: R. F. Curtain