Title :
On a recurrence principle for a class of stochastic hybrid systems
Author_Institution :
Electr. & Comput. Eng. Dept., Univ. of California, Santa Barbara, Santa Barbara, CA, USA
Abstract :
For a class of stochastic hybrid systems, we characterize the sets to which bounded solutions converge. We show that each sample path converges to a weakly totally recurrent in probability set. This characterization is often tighter than the usual assertion that a solution converges to a weakly invariant set. Consequently, the results here can be viewed as a generalization of the invariance principle, to a broad class of stochastic hybrid systems that admit non-unique solutions.
Keywords :
invariance; probability; stochastic systems; bounded solutions; invariance principle; invariant set; probability set; recurrence principle; stochastic hybrid systems; Asymptotic stability; Convergence; Extraterrestrial measurements; Lyapunov methods; Random variables; Stochastic processes; Time-domain analysis; Hybrid systems; Stability of hybrid systems; Stochastic systems;
Conference_Titel :
American Control Conference (ACC), 2014
Conference_Location :
Portland, OR
Print_ISBN :
978-1-4799-3272-6
DOI :
10.1109/ACC.2014.6859396