DocumentCode
794302
Title
Asymptotic stability and boundedness of delay switching diffusions
Author
Yuan, Chenggui ; Lygeros, John
Author_Institution
Dept. of Math., Univ. of Wales Swansea, UK
Volume
51
Issue
1
fYear
2006
Firstpage
171
Lastpage
175
Abstract
Multiple Lyapunov functions are used to establish sufficient conditions for locating the limit sets of switching diffusions. The conditions lead to a number of useful results on stochastic asymptotic stability and boundedness for this class of stochastic hybrid systems.
Keywords
Lyapunov methods; asymptotic stability; delays; stochastic systems; asymptotic stability; delay switching diffusions boundedness; multiple Lyapunov functions; stochastic hybrid systems; Asymptotic stability; Delay effects; Delay estimation; Differential equations; Linear matrix inequalities; Lyapunov method; Piecewise linear techniques; Stochastic processes; Stochastic systems; Sufficient conditions; ItÔ formula; Lyapunov function; stochastic asymptotic stability; switching diffusions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2005.861690
Filename
1576872
Link To Document