New results for the second‐order stochastic input‐output stability and instability of large classes of continuous time and discrete time interconnected stochastic systems are established. The analysis is accomplished in terms of lower order subsystems and in terms of system interconnecting structure. When appropriate, frequency domain interpretations are emphasized. The method of analysis advanced herein is applied to three specific examples.
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Gutmann et al. (1979) studied this question.
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