Stability of a linear difference system with random parameters |
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| Authors: | V. M. Konstantinov M. B. Nevel'son |
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| Affiliation: | (1) Information Transmission Institute, Academy of Sciences of the USSR, USSR |
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| Abstract: | ![]()
Necessary and sufficient conditions are derived for the mean-square exponential stability of a system described by an n-th order stochastic difference equation.Translated from Matematicheskie Zametki, Vol. 8, No. 6, pp. 753–760, December, 1970.The author wishes to thank R. Z. Khas'minskii for suggesting this problem. |
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