Title :
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
fDate :
June 30 2010-July 2 2010
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;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5530517
