{"title":"线性随机系统有界协方差的充分必要条件","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":"{\"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}","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}
Necessary and Sufficient Conditions for Bounded Covariance in Linear Stochastic Systems
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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