Mean square stability conditions for discrete stochastic bilinear systems
Carlos S. Kubrusly, O.L.V. Costa · IEEE Transactions on Automatic Control · 1985
Necessary and sufficient conditions for mean square stability are proved for the following class of nonlinear dynamical systems: finite-dimensional bilinear models, evolving in discrete-time, and driven by random sequences. The stochastic environment under consideration is characterized only by independence, wide sense stationarity, and second-order properties. Thus, we do not assume random sequences to be Gaussian, zero-mean, or ergodic. The probability distributions involved are allowed to be arbitrary and unknown. Limiting state moments are given in terms of the model parameters and disturbances moments.