Formation conditions of stability of linear system randomly excited of parameters
Keywords:
linear system, stability criteria, random perturbations, white noise, linear stochastic system
Abstract
In the article consider the problem stability of the system, which described by the equation of some order with random factors. The necessary and sufficient conditions for asymptotic stabi lity in the mean square, moving in the absence of noise condition Routh-Hurwitz. These are sufficient conditions of stability points higher orders.