Title :
Input-to-state stability for discrete-time stochastic nonlinear systems
Author :
Zhao, Ping ; Zhao, Yan ; Guo, Rongwei
Author_Institution :
School of Electrical Engineering, University of Jinan, Jinan 250022, Shandong, China
Abstract :
In this paper, the stochastic input-to-state stability(SISS) is discussed for discrete time stochastic nonlinear systems. The definition of SISS for discrete stochastic nonlinear systems is provided. Based on a useful comparison principle, which we provide for discrete time stochastic process, some sufficient conditions on globally asymptotically stable in probability (GASiP) and SISS are provided. As an example, a sufficient condition is provided for discrete time linear stochastic systems. Simulation also illustrate the effectiveness of our results.
Keywords :
Asymptotic stability; Control systems; Convex functions; Nonlinear systems; Stability criteria; Stochastic processes; Input-to-state stability; Lyapunov function; Stochastic nonlinear system; comparison principle; discrete system;
Conference_Titel :
Control Conference (CCC), 2015 34th Chinese
Conference_Location :
Hangzhou, China
DOI :
10.1109/ChiCC.2015.7259907
