Article ID Journal Published Year Pages File Type
6421306 Applied Mathematics and Computation 2014 9 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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