On the stability of linear and non-linear stochastic transformations

FAI MA Department of Applied Mathematics and Department of Applied Mechanics, California Institute of Technology, Pasadena, California, 91125, U.S.A.

T. K. CAUGHEY Department of Applied Mathematics and Department of Applied Mechanics, California Institute of Technology, Pasadena, California, 91125, U.S.A.

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.

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On the stability of linear and non-linear stochastic transformations

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On the stability of linear and non-linear stochastic transformations

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