• DocumentCode
    581784
  • Title

    Almost sure exponential stability of linear impulsive stochastic differential systems

  • Author

    Cheng, Pei ; Deng, Feiqi

  • Author_Institution
    Sch. of Math. Sci., Anhui Univ., Hefei, China
  • fYear
    2012
  • fDate
    25-27 July 2012
  • Firstpage
    1553
  • Lastpage
    1557
  • Abstract
    This paper is mainly concerned with the almost sure exponential stability analysis of linear impulsive stochastic differential systems. By using the Itô formula, exponential martingale inequality and Borel-Cantelli lemma, several criteria on almost sure exponential stability are derived. Based on the stability results, the exact methods how to design a stochastic perturbation to stabilize a given unstable linear impulsive differential system are also proposed.
  • Keywords
    asymptotic stability; control system analysis; differential equations; linear systems; stochastic systems; Borel-Cantelli lemma; Itô formula; almost sure exponential stability analysis; exponential martingale inequality; linear impulsive stochastic differential systems; stochastic perturbation; Asymptotic stability; Control theory; Differential equations; Noise; Stability criteria; Impulsive stochastic differential systems; almost sure exponential stability; noise stabilization;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2012 31st Chinese
  • Conference_Location
    Hefei
  • ISSN
    1934-1768
  • Print_ISBN
    978-1-4673-2581-3
  • Type

    conf

  • Filename
    6390172
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=581784