Title :
Stochastic difference inclusions: Results on recurrence and asymptotic stability in probability
Author :
Teel, A.R. ; Hespanha, J. ; Subbaraman, A.
Author_Institution :
Electr. & Comput. Eng. Dept., Univ. of California, Santa Barbara, Santa Barbara, CA, USA
Abstract :
Stability theory for stochastic difference inclusions is discussed. We summarize a framework for stochastic difference inclusions that has been introduced recently and for which a variety of new stability theory results have been obtained. In particular, we study recurrence and global asymptotic stability in probability. For these properties, we review new results on robustness, converse Lyapunov theorems, and Matrosov-function-based sufficient conditions. We also discuss input-to-state stability in probability. Examples are used to illustrate the framework and results.
Keywords :
Lyapunov methods; asymptotic stability; discrete time systems; probability; robust control; stochastic systems; Matrosov-function-based sufficient condition; converse Lyapunov theorem; discrete-time stochastic system; global asymptotic stability; input-to-state stability; probability; recurrence; robustness; stability theory; stochastic difference inclusion framework; Asymptotic stability; Lyapunov methods; Markov processes; Random processes; Random variables; Robustness; Stability analysis;
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2012.6425860
