On delay-dependent stability for discrete nonlinear stochastic systems with state delay and Volterra diffusion term

Author

Rodkina, Alexandra ; Basin, Michael

Author_Institution

Dept. of Math. & Comput. Sci., West Indies Univ., Kingston

fYear

2006

fDate

14-16 June 2006

Abstract

Global asymptotic stability conditions for discrete nonlinear scalar stochastic systems with state delay and Volterra diffusion term are obtained based on the convergence theorem for semiMartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. The derived stability conditions are directly expressed in terms of the system coefficients. A nontrivial example of a nonlinear system satisfying the obtained stability conditions is given. The obtained results are compared to some previously known asymptotic stability conditions for discrete nonlinear stochastic systems

Keywords

Volterra equations; asymptotic stability; convergence; delay systems; delays; discrete systems; nonlinear systems; stochastic systems; Lipschitz conditions; Volterra diffusion; asymptotic stability; convergence; delay-dependent stability; discrete systems; nonlinear drift; nonlinear systems; scalar systems; semiMartingale inequalities; state delay; stochastic systems; Asymptotic stability; Convergence; Delay systems; Difference equations; Indium tin oxide; Mexico Council; Nonlinear equations; Nonlinear systems; Research initiatives; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2006

Conference_Location

Minneapolis, MN

Print_ISBN

1-4244-0209-3

Electronic_ISBN

1-4244-0209-3

Type

conf

DOI

10.1109/ACC.2006.1656450

Filename

1656450