Title :
Preliminary results on the existence of continuous Lyapunov functions for semicontinuous, stochastic discrete-time systems
Author_Institution :
ECE Dept., UCSB, Santa Barbara, CA, USA
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;
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
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400767
