DocumentCode :
2582076
Title :
Diagonal stability of stochastic systems subject to nonlinear disturbances and diagonal H2 norms
Author :
Langbort, C. ; Ugrinovskii, V.
Author_Institution :
Dept. of Aerosp. Eng., Univ. of Illinois at Urbana-Champaign, Urbana, IL, USA
fYear :
2010
fDate :
15-17 Dec. 2010
Firstpage :
3188
Lastpage :
3193
Abstract :
A known result in the stability theory of stochastic systems with nonlinear Lipschitz-bounded noise intensity states that the robust stability radius of such a stochastic system is equal to the inverse of the H2 norm of its `noise-to-output´ transfer function. This paper extends this result to the case where one is interested in the diagonal stability of the system under consideration. This problem arises naturally when studying large-scale interconnected systems subject to random perturbations, as one is often interested in using diagonal or block-diagonal Lyapunov functions for such plants. The main result of the paper is the characterization of the diagonal stochastic stability radius, which is similar to the mentioned result for non-diagonal stability.
Keywords :
Lyapunov methods; interconnected systems; nonlinear control systems; stability; stochastic systems; block-diagonal Lyapunov functions; diagonal H2 norms; diagonal stochastic stability radius; large-scale interconnected systems; noise-to-output transfer function; nonlinear Lipschitz-bounded noise intensity; nonlinear disturbances; random perturbations; robust stability radius; stochastic systems; Linear matrix inequalities; Linear systems; Lyapunov method; Numerical stability; Stability analysis; Stochastic systems; Symmetric matrices;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
ISSN :
0743-1546
Print_ISBN :
978-1-4244-7745-6
Type :
conf
DOI :
10.1109/CDC.2010.5718024
Filename :
5718024
Link To Document :
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