Stability of Linear Stochastic Systems

Professor Kenneth Loparo

Department of Electrical Engineering and Computer Science

Case Western Reserve University

Cleveland, Ohio 44106-7070

In this talk we will present methods for analyzing the stability of linear stochastic systems. We will begin with a review of the different notions of stochastic stability for dynamical systems along with a brief review of the literature. Next, we will develop testable stability criteria for different types of linear stochastic systems with a focus on almost-sure (sample path) stability, which is the most important stability concept for applications. We will conclude with examples that illustrate the application of the theoretical results presented.

Friday, March 30, 2001

3:30 - 5:00 p.m.

1500 EECS