Almost sure stability of stochastic linear systems with ergodic parameters: A small-gain theorem

Author

Bolzern, Paolo ; Colaneri, Patrizio ; De Nicolao, Giuseppe

Author_Institution

Dipt. di Elettron. e Inf., Politec. di Milano, Milan, Italy

fYear

2007

fDate

2-5 July 2007

Firstpage

5060

Lastpage

5064

Abstract

This paper deals with the notion of almost sure stability for linear stochastic systems whose dynamic matrix depends on an ergodic process. A stochastic small-gain theorem ensuring exponential almost sure stability is proven. The condition requires that the mean square value of the parameter is less than a constant involving the H_∞-norm of an appropriate transfer function.

Keywords

H^∞ control; linear systems; stability; statistical mechanics; stochastic systems; transfer functions; H_∞-norm; almost sure stability; dynamic matrix; ergodic parameters; ergodic process; linear stochastic systems; stochastic linear systems; stochastic small-gain theorem; transfer function; Asymptotic stability; Linear systems; Noise; Stability criteria; Stochastic processes; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ECC), 2007 European

Conference_Location

Kos

Print_ISBN

978-3-9524173-8-6

Type

conf

Filename

7068515

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2160094