{"title":"Necessary and Sufficient Conditions for Bounded Covariance in Linear Stochastic Systems","authors":"C. McCullough, J. Birdwell, S. Lenhart","doi":"10.23919/ACC.1988.4790008","DOIUrl":null,"url":null,"abstract":"The common assumption in much of the literature that an asymptotically stable system will result in bounded covariance in the limit as t ¿ ¿ is disproved by a simple counter-example. Necessary and sufficient conditions for bounded covariance are given and proved.","PeriodicalId":6395,"journal":{"name":"1988 American Control Conference","volume":"1 1","pages":"1755-1756"},"PeriodicalIF":0.0000,"publicationDate":"1988-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1988 American Control Conference","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.23919/ACC.1988.4790008","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
The common assumption in much of the literature that an asymptotically stable system will result in bounded covariance in the limit as t ¿ ¿ is disproved by a simple counter-example. Necessary and sufficient conditions for bounded covariance are given and proved.
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