Title :
Integral input-to-state stabilization by stochastic noise generated in bounded regions
Author :
Hiroshi Ito;Yuki Nishimura
Author_Institution :
Department of Systems Design and Informatics, Kyushu Institute of Technology, 680-4 Kawazu, Iizuka 820-8502, Japan
Abstract :
This paper studies integral input-to-state stability of stochastic nonlinear systems in the Stratonovich sense and develops Lyapunov-type criteria. Instead of merely extending previous results on deterministic systems and stochastic systems of Itô type, this paper focuses on the unique feature that allows one to stabilize a system globally by stochastic noise when the system is not stable globally in the absence of the noise. Making use of the Lyapunov-type characterization of integral input-to-state stability developed in this paper, the capability of admitting unstable subsystems in establishing stability of interconnected systems is also pursued. Numerical examples are presented to illustrate these curious points.
Keywords :
"Differential equations","Stochastic processes","Numerical stability","Stability criteria","Stochastic systems","Integral equations"
Conference_Titel :
Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
DOI :
10.1109/CDC.2015.7402477