Comparison Principle and Stability of General Continuous Time Markov Jump System

Author

Dong Fu´an ; Wu Youli ; Fang Yangwang

Author_Institution

Air Force Eng. Univ., Xi´an, China

Volume

2

fYear

2008

fDate

13-17 Dec. 2008

Firstpage

186

Lastpage

191

Abstract

The comparison principle for general continuous time nonlinear Markov jump system is established. Later, using the comparison principle, we obtain some stability criterion, including stability in probability, uniformly stability in probability, asymptotic stability in probability, uniformly asymptotic stability in probability, pth moment stability, pth moment uniformly stability, pth moment asymptotic stability, pth moment uniformly asymptotic stability and pth moment exponentially of such equations. And a sufficient criterion is proposed which can be verified easily. A numerical example is given to show how to use the criterions.

Keywords

asymptotic stability; continuous time systems; nonlinear control systems; probability; stability criteria; stochastic systems; asymptotic stability; general continuous time Markov Jump system; moment stability; nonlinear system; stability criterion; uniformly stability; Asymptotic stability; Computational intelligence; Delay lines; Differential equations; Indium tin oxide; Security; Space technology; Stability criteria; Stochastic processes; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Intelligence and Security, 2008. CIS '08. International Conference on

Conference_Location

Suzhou

Print_ISBN

978-0-7695-3508-1

Type

conf

DOI

10.1109/CIS.2008.79

Filename

4724762