DocumentCode
434989
Title
On stability of stochastic switched systems
Author
Chatterjee, Debasish ; Liberzon, Daniel
Author_Institution
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
Volume
4
fYear
2004
fDate
14-17 Dec. 2004
Firstpage
4125
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2004. CDC. 43rd IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-8682-5
Type
conf
DOI
10.1109/CDC.2004.1429398
Filename
1429398
Link To Document