Title :
Cascade stochastic differential systems: Asymptotic stabilization via a Jurdjevic-Quinn approach
Author :
Daumail, Laurent
Author_Institution :
Université de Metz (France)
Abstract :
The purpose of this paper is to apply the stochastic version of La Salle´s invariance principle in order to obtain sufficient conditions for the asymptotic stabilization in probability of cascade nonlinear stochastic differential systems. This result extends the one obtained in Florchinger [4] for partially linear stochastic cascade differential systems.
Keywords :
Asymptotic stability; Differential equations; Generators; Lyapunov methods; State feedback; Stochastic processes; Stochastic systems; Asymptotic stability in probability; Cascade systems; Jurdjevic-Quinn´s theorem; La Salle´s theorem; Stochastic differential equation;
Conference_Titel :
European Control Conference (ECC), 2003
Conference_Location :
Cambridge, UK
Print_ISBN :
978-3-9524173-7-9
