Title :
Stochastic stability of singularly perturbed nonlinear systems
Author :
Tang, Cheng ; Basar, Tamer
Author_Institution :
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
Abstract :
The stability of a nonlinear stochastic dynamic system with singular perturbations is considered. Based on the notion of stochastic input-to-state stability and using time scale decomposition, a result of the "total stability" type is obtained, i.e. if the fast subsystem and the slow subsystem are both input-to-state stable with respect to disturbances, then this property continues to hold for the full-order system as long as the singular perturbation parameter is sufficiently small and a stochastic small gain condition is satisfied. The result is general in that it holds for a broad class of disturbances, and resembles similar results for deterministic systems
Keywords :
nonlinear control systems; singularly perturbed systems; stability; stochastic systems; fast subsystem; full-order system; singularly perturbed nonlinear systems; slow subsystem; stochastic input-to-state stability; stochastic small gain condition; time scale decomposition; total stability; Asymptotic stability; Feedback; Geometry; Linear systems; Lyapunov method; Nonlinear dynamical systems; Nonlinear systems; Stochastic processes; Stochastic resonance; Stochastic systems;
Conference_Titel :
Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-7061-9
DOI :
10.1109/.2001.980133