| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6421306 | Applied Mathematics and Computation | 2014 | 9 Pages |
Abstract
This paper considers the stability of moments of stochastic systems, such as stability of the mean or mean-square stability. The exponential growth behavior of moments is compared to almost sure exponential growth via Lyapunov exponents. We develop a series of indices that are useful to describe system performance under random perturbations. The theory is applied to two examples, including an electric power system.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Humberto Verdejo, Wolfgang Kliemann, Luis Vargas,