• DocumentCode
    232115
  • Title

    The LaSalle theorem for the stochastic difference equations

  • Author

    Xiangyun Lin ; Weihai Zhang

  • Author_Institution
    Coll. of Math. & Syst. Sci., Shandong Univ. of Sci. & Technol., Qingdao, China
  • fYear
    2014
  • fDate
    28-30 July 2014
  • Firstpage
    5300
  • Lastpage
    5305
  • Abstract
    The stochastic version of LaSalle theorem for discrete-time systems is obtained. Based on the martingale theory, we prove the almost sure convergence of the corresponding random sequence.
  • Keywords
    convergence; difference equations; discrete time systems; random sequences; stochastic processes; LaSalle theorem; discrete-time systems; martingale theory; random sequence; stochastic difference equations; Convergence; Difference equations; Educational institutions; Lyapunov methods; Random variables; Stochastic systems; Trajectory; LaSalle theorem; discrete-time nonlinear stochastic systems; martingale;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2014 33rd Chinese
  • Conference_Location
    Nanjing
  • Type

    conf

  • DOI
    10.1109/ChiCC.2014.6895843
  • Filename
    6895843