Title :
Moment stability of discontinuous stochastic dynamical systems
Author :
Hou, Ling ; Michel, Anthony N.
Author_Institution :
Dept. of Electr. Eng., St. Cloud State Univ., MN, USA
fDate :
6/1/2001 12:00:00 AM
Abstract :
In this note, we establish new Lyapunov and Lagrange stability results in the pth mean for a class of discontinuous stochastic dynamical systems. We apply these results in the qualitative analysis of a class of digital feedback control systems that are subjected to multiplicative and additive disturbances in the plants. The present results constitute natural extensions of our earlier results for discontinuous deterministic dynamical systems
Keywords :
Lyapunov methods; digital control; feedback; stability; stochastic systems; Lagrange stability results; Lyapunov stability results; additive disturbances; digital feedback control systems; discontinuous stochastic dynamical systems; moment stability; multiplicative disturbances; qualitative analysis; Asymptotic stability; Automatic control; Control systems; Differential equations; Indium tin oxide; Large-scale systems; Lyapunov method; Stochastic processes; Stochastic systems; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
