Discussion on: Almost Sure Stability of Stochastic Linear Systems with Ergodic Parameters

Abstract

This criterion theoretically requires the integration of the system equations until infinity. A possible way to overcome this impossible investigation is the approximation through an integration over a sufficiently long time interval as proposed in [1]. In the discussed paper the authors developed a criterion imposing that the system is averagely normcontractive over a finite time interval. This criterion judges an investigated system as stable if