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Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time
Authors:Korenevskii  D. G.
Affiliation:(1) Institute of Mathematics, Ukrainian Academy of Sciences, Kiev
Abstract:We give spectral and algebraic coefficient criteria (necessary and sufficient conditions) as well as sufficient algebraic coefficient conditions for the Lyapunov asymptotic stability of solutions to systems of linear deterministic or stochastic delay difference equations with continuous time under white noise coefficient perturbations for the case in which all delay ratios are rational. For stochastic systems, mean-square asymptotic stability is studied. The Lyapunov function method is used. Our criteria on algebraic coefficients and our sufficient conditions are stated in terms of matrix Lyapunov equations (for deterministic systems) and matrix Sylvester equations (for stochastic systems).
Keywords:delay difference equation  deterministic and stochastic systems  Lyapunov stability  asymptotic stability  Lyapunov function
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