Almost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients.

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dc.contributor.authorLi, C.W.en_US
dc.contributor.authorBlankenehip, Gilmer L.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:34:07Z
dc.date.available2007-05-23T09:34:07Z
dc.date.issued1985en_US
dc.description.abstractWe consider the problem of determining the sample path stability of a linear stochastic differential equation with point process coefficients. Necessary and sufficient conditions are obtained which are similar in spirit to those derived by Khas'minskii and Pinsky for diffusion processes. The conditions are based on the deep theorems of Furstenburg on the asymptotic behavior of products of random matrices. Estimates on the probabilities of large deviations for stable processes are also given; together with a result on the stabilization of unstable systems by feedback controls.en_US
dc.format.extent1264791 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4392
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1985-18en_US
dc.titleAlmost Sure Stability of Linear Stochastic Systems with Poisson Process Coefficients.en_US
dc.typeTechnical Reporten_US

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