DocumentCode
2914245
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
fYear
2013
fDate
17-19 June 2013
Firstpage
5404
Lastpage
5408
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference (ACC), 2013
Conference_Location
Washington, DC
ISSN
0743-1619
Print_ISBN
978-1-4799-0177-7
Type
conf
DOI
10.1109/ACC.2013.6580682
Filename
6580682
Link To Document