S-Eigenvalue Concept for Linear Continuous-Time Systems with Probabilistic Uncertainties

We propose a concept of the S-eigenvalue(stochastic-eigenvalue) along with corresponding eigenvector, and then we define the PDF corresponding to the S-eigenvalue on a complex plane. Based on the S-eigenvalue concept, we will establish the S-stability concept for linear continuous-time systems with probabilistic uncertainties in the system matrix. These results explicitly characterize how the S-eigenvalue in the complex plane may impose S-stability on S-eigenstructure assignment. Finally, we present numerical examples to illustrate the proposed concept.