Moment stability for linear systems with a random parametric excitation |
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| Authors: | Roman V. Bobryk Lukasz Stettner |
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| Affiliation: | aInstitute of Mathematics, Swietokrzyska Academy, 25-406 Kielce, Poland;bInstitute of Mathematics, Polish Academy of Sciences, Sniadeckich 8, Poland |
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| Abstract: | Moment stability for linear systems with a nonwhite parametric noise is considered. A method of reduction of the study of this stability to the study of stability for large-scale matrices is proposed. Mean square stability diagrams for random harmonic oscillator are presented. |
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| Keywords: | Stochastic linear systems Moment stability Stability diagrams |
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