Application of stochastic stability theory to linear time varying systems containing interval matrices

摘要

Known conditions for the stability of stochastic, linear time varying (LTV) dynamical systems based on Lyapunov theory are applied to LTV dynamical systems containing interval matrices; both discrete and continuous time processes are considered. These conditions are sufficient for stability WPL and in the case of discrete time, also necessary for stability in MS. They lead to a simple, noninterative technique that involves the computation of eigenvalues of matrices whose elements often consist of first and/or second order moments. The results are useful in areas such as robust design, feedback control, perturbation analysis, and fault tolerant systems.