Title :
A converse Lyapunov theorems for stochastic finite-time stability
Author :
Liu Haijun ; Mu Xiaowu
Author_Institution :
Dept. of Math., Zhengzhou Univ., Zhengzhou, China
Abstract :
This note studies the problem of stochastic finite-time stability of stochastic nonlinear systems. The stochastic finite time stability means that systems can reach their equilibria in finite-time with a random meaning. Firstly stochastic settling-time function is presented by some function of system trajectory. Along this its properties are given. Secondly the continuity of settling-time function is analyzed. Lastly Lyapunov and converse Lyapunov theorems are given for stochastic finite-time stability.
Keywords :
Lyapunov methods; nonlinear control systems; stability; stochastic systems; converse Lyapunov theorem; stochastic finite-time stability; stochastic nonlinear systems; stochastic settling-time function; Asymptotic stability; Control systems; Equations; Indium tin oxide; Lyapunov methods; Markov processes; Stability analysis; Converse Lyapunov Theorem; Settling-time Function; Stability;
Conference_Titel :
Control Conference (CCC), 2011 30th Chinese
Conference_Location :
Yantai
Print_ISBN :
978-1-4577-0677-6
Electronic_ISBN :
1934-1768
