Title :
Comparison Principle and Stability of General Continuous Time Markov Jump System
Author :
Dong Fu´an ; Wu Youli ; Fang Yangwang
Author_Institution :
Air Force Eng. Univ., Xi´an, China
Abstract :
The comparison principle for general continuous time nonlinear Markov jump system is established. Later, using the comparison principle, we obtain some stability criterion, including stability in probability, uniformly stability in probability, asymptotic stability in probability, uniformly asymptotic stability in probability, pth moment stability, pth moment uniformly stability, pth moment asymptotic stability, pth moment uniformly asymptotic stability and pth moment exponentially of such equations. And a sufficient criterion is proposed which can be verified easily. A numerical example is given to show how to use the criterions.
Keywords :
asymptotic stability; continuous time systems; nonlinear control systems; probability; stability criteria; stochastic systems; asymptotic stability; general continuous time Markov Jump system; moment stability; nonlinear system; stability criterion; uniformly stability; Asymptotic stability; Computational intelligence; Delay lines; Differential equations; Indium tin oxide; Security; Space technology; Stability criteria; Stochastic processes; Stochastic systems;
Conference_Titel :
Computational Intelligence and Security, 2008. CIS '08. International Conference on
Conference_Location :
Suzhou
Print_ISBN :
978-0-7695-3508-1
DOI :
10.1109/CIS.2008.79
