Mean Square Stable MJLS, but higher moments diverge
It is well known that MJLS can be mean-stable (the expected value of the state’s norm converges to 0), but not mean-square stable. It makes sense to assume that an MJLS can be mean-square stable, but some higher-order norms do not converge to 0. Despite the fact that mean-square stability conditions for MJLS are well studied and are easy to check, this is not always the case for moments of other order. In this post we present a counterexample and state conditions for p-order mean stability.
Continue reading →
Mathematix 