Stability preserving mappings for stochastic dynamical systems

Author

Hou, Ling ; Michel, Anthony N.

Author_Institution

Dept. of Electr. Eng., St. Cloud State Univ., MN, USA

Volume

46

Issue

6

fYear

2001

fDate

6/1/2001 12:00:00 AM

Firstpage

933

Lastpage

938

Abstract

We first formulate a general model for stochastic dynamical systems that is suitable in the stability analysis of invariant sets. This model is sufficiently general to include as special cases most of the stochastic systems considered in the literature. We then adapt several existing stability concepts to this model and we introduce the notion of stability preserving mapping of stochastic dynamical systems. Next, we establish a result which ensures that a function is a stability preserving mapping, and we use this result in proving a comparison stability theorem for general stochastic dynamical systems. We apply the comparison stability theorem in the stability analysis of dynamical systems determined by Ito differential equations

Keywords

differential equations; stability; stochastic systems; Ito differential equations; invariant sets; stability analysis; stability preserving mappings; stochastic dynamical systems; Books; Clouds; Differential equations; Indium tin oxide; Large-scale systems; Lyapunov method; Stability analysis; Stochastic systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.928598

Filename

928598