Title :
Stochastic stability of Ito differential equations with semi-Markovian jump parameters
Author :
Hou, Zhenting ; Luo, Jiaowan ; Shi, Peng ; Nguang, Sing Kiong
Author_Institution :
Sch. of Math., Central South Univ., Hunan
Abstract :
In this note, the problem of stochastic stability for linear systems with jump parameters being semi-Markovian rather than full Markovian is further investigated. In particular, the system under consideration is described by Ito type nonlinear stochastic differential equations with phase type semi-Markovian jump parameters. Stochastic stability conditions are presented
Keywords :
Markov processes; linear systems; nonlinear differential equations; stability; Ito differential equations; linear systems; nonlinear stochastic differential equations; semiMarkovian jump parameters; stochastic stability; Asymptotic stability; Differential equations; Indium tin oxide; Linear systems; Mathematics; Power generation economics; Power system modeling; Stability criteria; Stochastic processes; Stochastic systems; ItÔ stochastic differential equations; semi-Markovian jump parameters; stochastic stability;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2006.878746
