DocumentCode
3315680
Title
Preliminary results on the existence of continuous Lyapunov functions for semicontinuous, stochastic discrete-time systems
Author
Teel, Andrew R.
Author_Institution
ECE Dept., UCSB, Santa Barbara, CA, USA
fYear
2009
fDate
15-18 Dec. 2009
Firstpage
4729
Lastpage
4734
Abstract
Necessary and sufficient stability conditions are given for the existence of a continuous Lyapunov function for a semicontinuous, stochastic discrete-time system. The continuity of the Lyapunov function is linked to robustness of the stability property, which reduces to classical stability plus convergence for deterministic systems. The nature of the Lyapunov results are inspired by Lyapunov results for deterministic (but set-valued) discrete-time semicontinuous difference inclusions.
Keywords
Lyapunov methods; convergence; difference equations; discrete time systems; stochastic systems; continuous Lyapunov function; convergence; deterministic system; discrete time semicontinuous difference inclusion; stability; stochastic discrete time system; Asymptotic stability; Convergence; Lyapunov method; Robust stability; Robustness; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location
Shanghai
ISSN
0191-2216
Print_ISBN
978-1-4244-3871-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2009.5400767
Filename
5400767
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