P-moment stability under small Gauss type random excitation of stochastic system

In this paper, the stochastic stability under small Gauss type random excitation is investigated theoretically and numerically. When p is larger than 0, the p-moment stability theorem of stochastic models is proved by Lyapunov method, Ito isometry formula, matrix theory and so on. Then the application of p-moment such as k-order moment of the origin and k-order moment of the center is introduced and analyzed. Finally, p-moment stability of the power system is verified through the simulation example of a one machine and infinite bus system. Copyright (c) 2016 John Wiley & Sons, Ltd.