Title :
Asymptotic stability and boundedness of delay switching diffusions
Author :
Yuan, Chenggui ; Lygeros, John
Author_Institution :
Dept. of Math., Univ. of Wales Swansea, UK
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2005.861690
