Stability of linear stochastic systems via Lyapunov exponents and applications to power systems

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dc.contributor.authorVerdejo, Humberto
dc.contributor.authorVargas, Luis
dc.contributor.authorKliemann, Wolfgang
dc.date.accessioned2024-01-10T12:42:58Z
dc.date.available2024-01-10T12:42:58Z
dc.date.issued2012
dc.description.abstractThis paper studies linear systems under sustained random perturbations. The stochastic perturbation model is given by a bounded Markov diffusion process, as it appears, e. g., in the description of load or generation uncertainties of power systems. For such systems, the Lyapunov exponents describe necessary and sufficient conditions for almost sure asymptotic stability. The paper presents several numerical methods for the computation of Lyapunov exponents and applies this methodology to linear oscillators in dimension 2 and 3, and to a one machine - infinite bus electric power system. (C) 2012 Elsevier Inc. All rights reserved.
dc.description.funderBECAS CHILE program
dc.description.funderInstitute of Complex Engineering System
dc.description.funderMecesup
dc.fechaingreso.objetodigital2024-03-19
dc.format.extent12 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.amc.2012.04.063
dc.identifier.issn0096-3003
dc.identifier.urihttps://doi.org/10.1016/j.amc.2012.04.063
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/77556
dc.identifier.wosidWOS:000305800700022
dc.information.autorucMatemática;Kliemann W;S/I;1006027
dc.issue.numero22
dc.language.isoen
dc.nota.accesoContenido parcial
dc.pagina.final11032
dc.pagina.inicio11021
dc.publisherELSEVIER SCIENCE INC
dc.revistaAPPLIED MATHEMATICS AND COMPUTATION
dc.rightsacceso restringido
dc.subjectLinear stochastic systems
dc.subjectStability
dc.subjectLyapunov exponents
dc.subjectNumerical methods
dc.subjectAPPROXIMATION
dc.titleStability of linear stochastic systems via Lyapunov exponents and applications to power systems
dc.typeartículo
dc.volumen218
sipa.codpersvinculados1006027
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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