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arXiv 1402.0753math.DSmath.APmath.OC
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一类随机参数强迫方程的稳定性

On the Stability of Stochastic Parametrically Forced Equations with Rank One Forcing

Timothy Blass, L. A. Romero, J. R. Torczynski

摘要:

本文导出了随机参数强迫线性系稳定性分析的简化公式。这推广了[T.布拉斯和洛杉矶Romero,SIAM J. Control Optim. 51(2):1099- 1127,2013],其中,假设随机激励较小,使用未扰动算子的本征值上的扩展功率谱密度的加权和来计算这种系统的稳定性。在本文中,我们将展示如何将其转换为扩展功率谱密度的剩余部分的总和。对于参数强迫项是秩一矩阵的系统,这导致了极大的简化。

英文摘要:

We derive simplified formulas for analyzing the stability of stochastic parametrically forced linear systems. This extends the results in [T. Blass and L.A. Romero, SIAM J. Control Optim. 51(2):1099--1127, 2013] where, assuming the stochastic excitation is small, the stability of such systems was computed using a weighted sum of the extended power spectral density over the eigenvalues of the unperturbed operator. In this paper, we show how to convert this to a sum over the residues of the extended power spectral density. For systems where the parametric forcing term is a rank one matrix, this leads to an enormous simplification.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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