Premium
Stability Analysis of Stochastic Large‐Scale Systems
Author(s) -
Michel A. N.
Publication year - 1975
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/zamm.19750550207
Subject(s) - stability (learning theory) , scale (ratio) , composite number , lyapunov function , mathematics , stochastic process , computer science , control theory (sociology) , statistics , algorithm , control (management) , artificial intelligence , physics , nonlinear system , quantum mechanics , machine learning
Sufficient conditions for the Lyapunov stability, with probability one, of several classes of (a) continuous‐parameter stochastic composite systems, and, (b) discrete‐parameter stochastic composite systems are established. In all cases the objective is the same: to analyze the stability of large‐scale composite systems in terms of their lower order subsystems and in terms of their interconnecting structure. In order to demonstrate the usefulness of the present approach, several specific examples are considered.