随机大系统的大范围渐近随机关联稳定性

Asymptotic Stochastic Connective Stability in the Large of Stochastic Large Scale Systems

本文通过分析随机大系统的孤立子系统和互联结构,并通过引入两个互联矩阵,提出了非Ito型随机大系统的大范围渐近随机关联稳定性的概念,并给出了充分条件。所考虑的随机大系统的随机噪声服从大数定律。本文给出了一个例子以说明所得结果的可用性。

In this paper, by analyzing the isolated subsystems and the interconnecting structure of the stochas-tic large scale systems, and by introducing two interconnective matrices, the concept of asymptotic stochastic con-nective stability in the large of stochastic large scale systems of non-Ito type is proposed and the sufficient condi-tions are given. The stochastic noises of the stochastic large scale systems considered in this paper obey the law of large numbers. An example is given to illustrate the applicability of the obtained results.