P‐moment stability under small Gauss type random excitation of stochastic system |
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| Authors: | Zhanhui Lu Zhiqi Hao Weixiang Zhao Di Xie |
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| Institution: | 1. School of Mathematics and Physical Science, North China Electric Power University, China;2. State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources, North China Electric Power University, China |
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| Abstract: | In this paper, the stochastic stability under small Gauss type random excitation is investigated theoretically and numerically. When p is larger than 0, the p‐moment stability theorem of stochastic models is proved by Lyapunov method, Ito isometry formula, matrix theory and so on. Then the application of p‐moment such as k‐order moment of the origin and k‐order moment of the center is introduced and analyzed. Finally, p‐moment stability of the power system is verified through the simulation example of a one machine and infinite bus system. Copyright © 2016 John Wiley & Sons, Ltd. |
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| Keywords: | stochastic differential equations p‐moment stability random excitation Euler‐Maruyama method |
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