Title :
On stability of stochastic switched systems
Author :
Chatterjee, Debasish ; Liberzon, Daniel
Author_Institution :
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
Abstract :
In this paper we propose a method for stability analysis of switched systems perturbed by a Wiener process. It utilizes multiple Lyapunov-like functions and is analogous to an existing result for deterministic switched systems.
Keywords :
Lyapunov methods; stability; stochastic processes; stochastic systems; Lyapunov-like functions; Wiener process; stochastic switched system stability; Chebyshev approximation; Differential equations; Lyapunov method; Random variables; Stability analysis; Stochastic systems; Sufficient conditions; Switched systems;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1429398
