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
Link To Document