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Stochastic stability

The field of stochastic stability is surveyed, with emphasis on the invariance theorems and their potential application to systems with randomly varying coefficients. Some of the basic ideas are reviewed, which underlie the stochastic Liapunov function approach to stochastic stability. The invariance theorems are discussed in detail.

Kushner, H. J.↗

Generalized invariance principles and the theory of stability.

Description of some recent extensions of the invariance principle to more generalized dynamical systems where the state space is not locally compact and the flow is unique only in the forward direction of time. A sufficient condition for asymptotic stability of an invariant set is obtained which does not require that the Liapunov function be positive-definite. A recently developed generalized invariance principle is described which is applicable to functional differential equations, partial differential equations, and, in particular, to certain stability problems arising in thermoelasticity, viscoelasticity, and distributed nonlinear networks.

Lasalle, J. P.↗

Absolute stability analysis of attitude control systems for large boosters.

A method for performing an absolute stability analysis of attitude control systems for large launch vehicles is presented. Absolute stability of these systems is shown to be of a limited extent. The regions of absolute stability are computed by using a quadratic Liapunov function. The function is chosen to provide additional information about the exponential property of absolute stability. A system model is used to illustrate the method.

Siljak, D. D.↗

Absolute stability analysis of attitude control systems for large boosters.

A method for performing absolute stability analyses of attitude control systems for large launch vehicles is presented. Absolute stability of these systems is shown in a finite region of the state space. The regions are computed by using the Lur'e-Postnikov Liapunov function. This function is chosen to provide additional information about the exponential property of absolute stability. Significant advantages of the method proposed in this paper are: it is independent of the order of the system; algebraic operations involved in the computations are relatively simple and convenient for machine implementation; and the obtained results are valid not only for a particular nonlinearity but also for an entire class of nonlinear characteristics that satisfy certain general conditions. A system model representing the Saturn V launch vehicle is used to illustrate the method.

Seltzer, S. M.↗

Stability of distributed parameter systems.

A theorem is derived for the stability of solutions of general linear partial differential equations. A norm of the state space in the form of multiple integrals over the spatial domain is used for the Liapunov functional. Theorems and lemmas are also given for linear time-invariant constant coefficient distributed parameter systems, a class of nonlinear distributed parameter systems and for others with a Lure-type nonlinearity. The theorem conditions are similar to those known for corresponding ordinary differential equations but with operators replacing matrices.

Park, K. E.↗

Regions of absolute ultimate boundedness for discrete-time systems.

This paper considers discrete-time systems of the Lur'e-Postnikov class where the linear part is not asymptotically stable and the nonlinear characteristic satisfies only partially the usual sector condition. Estimates of the resulting finite regions of absolute ultimate boundedness are calculated by means of a quadratic Liapunov function.

Siljak, D. D.↗