Title :
Exponential disturbance rejection with decay rate for stochastic systems
Author :
Barbata, Asma ; Zasadzinski, Michel ; Ali, Hanaa S. ; Messaoud, Hassani
Author_Institution :
Centre de Rech. en Autom. de Nancy, Univ. de Lorraine, Cosnes et Romain, France
Abstract :
This contribution deals with the study of the behavior of stochastic systems with multiplicative noise in presence of external disturbances. Sufficient conditions for exponential disturbance rejection are given. They are based on inequalities expressed in terms of Lyapunov functions. Via a bound of the exponential exponent of the solution, a given decay rate of the convergence of the solution is guaranteed.
Keywords :
Lyapunov methods; stochastic systems; Lyapunov functions; decay rate; exponential disturbance rejection; external disturbances; multiplicative noise; solution convergence; stochastic systems; Control theory; Convergence; Differential equations; Lyapunov methods; Noise; Stability; Stochastic systems; Almost sure exponential stability; Lyapunov exponent; decay rate; exponential disturbance rejection; stochastic differential equation;
Conference_Titel :
American Control Conference (ACC), 2013
Conference_Location :
Washington, DC
Print_ISBN :
978-1-4799-0177-7
DOI :
10.1109/ACC.2013.6580682
