Title :
Exponential stability of nonlinear ito differential systems with Markovian switching
Author :
Liu, Hongliang ; Duan, Guangren
Author_Institution :
Center for Centre for Control Theor. & Guidance Technol., Harbin Inst. of Technol., Harbin
Abstract :
The exponential stability of nonlinear Ito differential systems with Markovian switching is studied. According to the theory of stability of stochastic systems and Ito differential formula, by choosing proper stochastic Lyapunov function, applying generalized Ito formula, some sufficient conditions of exponential stability of such system was obtained, which improved existed results, with less conversations.
Keywords :
Lyapunov methods; Markov processes; asymptotic stability; nonlinear control systems; stochastic systems; Markovian switching; exponential stability; nonlinear Ito differential systems; stochastic Lyapunov function; stochastic systems; Automation; Control theory; Indium tin oxide; Intelligent control; Lyapunov method; Stability; Stochastic systems; Sufficient conditions; Ito differential systems; Markovian switching; exponential stability in mean square;
Conference_Titel :
Intelligent Control and Automation, 2008. WCICA 2008. 7th World Congress on
Conference_Location :
Chongqing
Print_ISBN :
978-1-4244-2113-8
Electronic_ISBN :
978-1-4244-2114-5
DOI :
10.1109/WCICA.2008.4593112
