제어로봇시스템학회:학술대회논문집
- 2001.10a
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- Pages.95.1-95
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- 2001
A Novel Concept on Stochastic Stability
- Bong, Seo-Young (Pusan National Univ.) ;
- Park, Jae-Weon (Pusan National Univ.)
- Published : 2001.10.01
Abstract
This paper is concerned with a novel S-stability (stochastic-stability) concept in linear time-invariant stochastic systems, where a stochastic mode in dynamics depends on both the external disturbance and the inner-parameter variations. This leads to an EAG (eigenstructure assignment gaussian) problem; that is, the problem of associating S-eigenvalues (stochastic-eigenvalues), S-eigenvectors (stochastic-eigenvectors), and their PDFs (probability density functions) with the stochastic information of the systems with the required stochastic specifications. These results explicitly characterize how S-eigenvalues, S-eigenvectors and their PDFs in the complex plane may impose S-stability on stochastic systems.
Keywords