Stability of stochastic systems with probabilistic mode switchings and state jumps

Author

Cetinkaya, A. ; Kashima, K. ; Hayakawa, T.

Author_Institution

Dept. of Mech. & Environ. Inf., Tokyo Inst. of Technol., Tokyo, Japan

fYear

2010

fDate

June 30 2010-July 2 2010

Firstpage

4046

Lastpage

4051

Abstract

In this paper, we discuss the stability of continuous-time stochastic systems with probabilistic mode switchings and state jumps. Occurrences of mode transitions and state jumps are modeled with independent Poisson processes. We use multiple Lyapunov functions to derive sufficient conditions for stability in probability and moment exponential stability both for linear and nonlinear stochastic switching systems. Furthermore, we provide numerical examples to demonstrate the efficacy of our results.

Keywords

Lyapunov methods; asymptotic stability; continuous time systems; linear systems; nonlinear systems; probability; stochastic systems; continuous-time stochastic systems; independent Poisson processes; linear stochastic switching systems; moment exponential stability; multiple Lyapunov functions; nonlinear stochastic switching systems; probabilistic mode switchings; state jumps; Biological system modeling; Control systems; Diffusion processes; Finance; Lyapunov method; Stability; Stochastic resonance; Stochastic systems; Sufficient conditions; Switching systems;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference (ACC), 2010

Conference_Location

Baltimore, MD

ISSN

0743-1619

Print_ISBN

978-1-4244-7426-4

Type

conf

DOI

10.1109/ACC.2010.5530517

Filename

5530517