On the stability of linear and non-linear stochastic transformations
- 1 September 1981
- journal article
- research article
- Published by Informa UK Limited in International Journal of Control
- Vol. 34 (3), 501-511
- https://doi.org/10.1080/00207178108922544
Abstract
In this paper the stability of a class of linear and non-linear stochastic transformations arising from control system analysis is considered. Explicit criteria for stability are derived. An algorithm for computing the moments of linear stochastic transformations of a specific type is presented.Keywords
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