Destabilizing effect of random parametric perturbations of the white-noise type in some quasilinear continuous and discrete dynamical systems

We describe the destabilizing (in the sense of a decrease in the reserve of mean-square asymptotic stability) effect of random parametric perturbations of the white-noise type in quasilinear continuous and discrete dynamical systems (Lur’e-Postnikov systems of automatic control with nonlinear feedba...

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Bibliographic Details
Date:2005
Main Authors: Korenevsky, D. G., Коренівський, Д. Г.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2005
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3722
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:We describe the destabilizing (in the sense of a decrease in the reserve of mean-square asymptotic stability) effect of random parametric perturbations of the white-noise type in quasilinear continuous and discrete dynamical systems (Lur’e-Postnikov systems of automatic control with nonlinear feedback). We use stochastic Lyapunov functions in the form of linear combinations of the types “a quadratic form of phase coordinates plus the integral of a nonlinearity” (continuous systems) and “a quadratic form of phase coordinates plus the integral sum for a nonlinearity” (discrete systems) and the matrix algebraic Sylvester equations associated with stochastic Lyapunov functions of this form.