Title :
Moment stability of discontinuous stochastic dynamical systems
Author :
Hou, Ling ; Michel, Anthony N.
Author_Institution :
Dept. of Electr. Eng., Notre Dame Univ., IN, USA
Abstract :
In the present paper, we establish new Lyapunov and Lagrange stability results in the pth mean for a class of discontinuous stochastic dynamical systems. We apply these results in the qualitative analysis of a class of digital feedback control systems that are subjected to multiplicative and additive disturbances in the plants. The present results constitute natural extensions of our earlier results for discontinuous deterministic dynamical systems
Keywords :
Lyapunov methods; digital control; discrete time systems; feedback; stability; stochastic systems; Lagrange stability; Lyapunov stability; additive disturbances; digital feedback control systems; discontinuous deterministic dynamical systems; discontinuous stochastic dynamical systems; moment stability; multiplicative disturbances; qualitative analysis; Convergence; Eigenvalues and eigenfunctions; Extraterrestrial measurements; Feedback control; Lagrangian functions; Lyapunov method; Random variables; Stability analysis; Stochastic systems; Zinc;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.876934
