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
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;
Conference_Titel :
Control Conference (CCC), 2014 33rd Chinese
Conference_Location :
Nanjing
DOI :
10.1109/ChiCC.2014.6895843
