Stability analysis for neutral stochastic linear system

2015 ◽  
Vol 9 (16) ◽  
pp. 2474-2481 ◽  
Author(s):  
Boren Li ◽  
Xueliang Liu
Keyword(s):  
Stability Analysis ◽  
Linear System ◽  
Stochastic Linear System

scholarly journals On the convergence rate for the estimation of impulse response function in the space Lp(T)

2018 ◽  
pp. 36-41
Author(s):  
I. Rozora
Keyword(s):  
Linear System ◽  
Convergence Rate ◽  
Impulse Response ◽  
Response Function ◽  
Estimation Error ◽  
Impulse Response Function ◽  
The Space Lp ◽  
Stochastic Linear System ◽  
Impulse Function ◽  
Active Research

The problem of estimation of a stochastic linear system has been a matter of active research for the last years. One of the simplest models considers a ‘black box’ with some input and a certain output. The input may be single or multiple and there is the same choice for the output. This generates a great amount of models that can be considered. The sphere of applications of these models is very extensive, ranging from signal processing and automatic control to econometrics (errors-in-variables models). In this paper a time-invariant continuous linear system is considered with a real-valued impulse response function. We assume that impulse function is square-integrable. Input signal is supposed to be Gaussian stationary stochastic process with known spectral density. A sample input–output cross-correlogram is taken as an estimator of the response function. An upper bound for the tail of the distribution of the estimation error is found that gives a convergence rate of estimator to impulse response function in the space Lp(T).

scholarly journals Attaining Mean Square Boundedness of a Marginally Stable Stochastic Linear System With a Bounded Control Input

2010 ◽  
Vol 55 (10) ◽  
pp. 2414-2418 ◽  
Author(s):  
Federico Ramponi ◽  
Debasish Chatterjee ◽  
Andreas Milias-Argeitis ◽  
Peter Hokayem ◽  
John Lygeros
Keyword(s):  
Linear System ◽  
Control Input ◽  
Mean Square ◽  
Bounded Control ◽  
Stochastic Linear System

DELAY-DEPENDENT STABILITY ANALYSIS OF LINEAR SYSTEM WITH TIME VARYING STATE DELAY

2007 ◽  
Vol 40 (18) ◽  
pp. 313-318 ◽  
Author(s):  
Rajeeb Dey ◽  
Sandip Ghosh ◽  
Goshaidas Ray
Keyword(s):  
Stability Analysis ◽  
Linear System ◽  
Time Varying ◽  
State Delay ◽  
Delay Dependent ◽  
Delay Dependent Stability
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