Title :
On the exponential stability of switching diffusion processes
Author :
Yuan, Chenggui ; Lygeros, John
Author_Institution :
Dept. of Math., Univ. of Wales Swansea, UK
Abstract :
In this note, we investigate almost sure exponential stability for a class of switching diffusion processes. Lyapunov type sufficient conditions to ensure this type of stability for nonlinear switching diffusions are derived. The conditions are an improvement over related results in the literature, since they do not rely on the moment stability of the system. These conditions are then specialized to case of linear switching diffusion processes, to provide easily checkable sufficient criteria for exponential stabilization and robust stability.
Keywords :
Lyapunov methods; asymptotic stability; diffusion; nonlinear systems; robust control; time-varying systems; Lyapunov type sufficient condition; exponential stability; robust stability; switching diffusion; Automatic control; Control systems; Control theory; Delay effects; Delay estimation; Diffusion processes; Markov processes; Polynomials; Robust stability; Stochastic processes; Exponential stability; generalized ItÔ formula; robustness; stability of switching processes; stabilization;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2005.854641
