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Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems
In this paper, we discuss stochastic differential-algebraic equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on index-1 SDAEs and their reformulation as ordinary stochastic differential equations (SDEs). Via ergodic theory, it is then...
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Main Authors: | , , , |
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Formato: | Artigo |
Idioma: | Inglês |
Publicado em: |
MDPI AG
2020-08-01
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Colecção: | Mathematics |
Assuntos: | |
Acesso em linha: | https://www.mdpi.com/2227-7390/8/9/1393 |
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