Necessary and Sufficient Conditions for the Asymptotic Stability of Linear Stochastic Systems

1967 ◽  
Vol 12 (1) ◽  
pp. 144-147 ◽  
Author(s):  
R. Z. Khas’minskii
2004 ◽  
Vol 134 (6) ◽  
pp. 1177-1197 ◽  
Author(s):  
Martin Krupa ◽  
Ian Melbourne

Systems possessing symmetries often admit robust heteroclinic cycles that persist under perturbations that respect the symmetry. In previous work, we began a systematic investigation into the asymptotic stability of such cycles. In particular, we found a sufficient condition for asymptotic stability, and we gave algebraic criteria for deciding when this condition is also necessary. These criteria are satisfied for cycles in R3.Field and Swift, and Hofbauer, considered examples in R4 for which our sufficient condition for stability is not optimal. They obtained necessary and sufficient conditions for asymptotic stability using a transition-matrix technique.In this paper, we combine our previous methods with the transition-matrix technique and obtain necessary and sufficient conditions for asymptotic stability for a larger class of heteroclinic cycles. In particular, we obtain a complete theory for ‘simple’ heteroclinic cycles in R4 (thereby proving and extending results for homoclinic cycles that were stated without proof by Chossat, Krupa, Melbourne and Scheel). A partial classification of simple heteroclinic cycles in R4 is also given. Finally, our stability results generalize naturally to higher dimensions and many of the higher-dimensional examples in the literature are covered by this theory.


Author(s):  
Przemysław Przyborowski ◽  
Tadeusz Kaczorek

Positive 2D Discrete-Time Linear Lyapunov SystemsTwo models of positive 2D discrete-time linear Lyapunov systems are introduced. For both the models necessary and sufficient conditions for positivity, asymptotic stability, reachability and observability are established. The discussion is illustrated with numerical examples.


1995 ◽  
Vol 117 (B) ◽  
pp. 145-153 ◽  
Author(s):  
D. S. Bernstein ◽  
S. P. Bhat

Necessary and sufficient conditions for Lyapunov stability, semistability and asymptotic stability of matrix second-order systems are given in terms of the coefficient matrices. Necessary and sufficient conditions for Lyapunov stability and instability in the absence of viscous damping are also given. These are used to derive several known stability and instability criteria as well as a few new ones. In addition, examples are given to illustrate the stability conditions.


Sign in / Sign up

Export Citation Format

Share Document