线性随机分布参数系统均方稳定的充要条件(英文)  

Necessary and Sufficient Condition for Mean-Square Stability of Linear Stochastic System with Distributed Parameter

作　　者：宋亚男[1] 邓飞其[2] 罗琦[3] 杨宜民[1] 

机构地区：[1]广东工业大学自动化学院,广东广州510090 [2]华南理工大学自动化科学与工程学院,广东广州510640 [3]武汉科技大学理学院,湖北武汉430081

出　　处：《华南理工大学学报（自然科学版）》2005年第5期15-18,共4页Journal of South China University of Technology(Natural Science Edition)

基　　金：国家自然科学基金资助项目(69874015,69934030);广东省自然科学基金资助项目(011629)~~

摘　　要：基于线性随机分布参数系统新的数学描述形式,给出了相应的均方稳定定义.考虑边界条件及散度定理,将偏微分方程转化成常微分方程,基于常微分方程的稳定性条件给出了相应偏微分方程的稳定性条件,从而得到了该类线性随机分布参数系统均方稳定的充要条件.最后通过仿真实例证明了结果的正确性.On the basis of the new mathematical description of the linear stochastic system with distributed parameter, the corresponding definition of mean-square stability is given. Moreover, by transferring partial diffe-rential equations into ordinary differential equations and considering the boundary condition and Divergence Theo-rem, the conditions for the stability of partial differential equations are presented, which are based on the stable conditions of ordinary differential equations. Thus, the necessary and sufficient condition for the mean-square stability of the linear stochastic system with distributed parameter is obtaindd. Simulations are finally presented to verify the correctness of this research.

关 键 词：随机系统 分布参数 均方稳定 ITO公式 

分 类 号：TP271.61[自动化与计算机技术—检测技术与自动化装置]