DocumentCode :
603735
Title :
Stochastic time scales: Quadratic Lyapunov functions and probabilistic regions of stability
Author :
Poulsen, D.R. ; Davis, J.M. ; Gravagne, I.A.
Author_Institution :
Dept. of Math., Baylor Univ., Waco, TX, USA
fYear :
2013
fDate :
11-11 March 2013
Firstpage :
98
Lastpage :
103
Abstract :
We present a version of Lyapunov theory for stochastically generated time scales. In the case of quadratic Lyapunov functions for the LTI case, our results improve the requirement that spec(A) ⊂ Hmin. Our approach also allows us to consider a special class of LTV problems where the dependence on time is only through the graininess.
Keywords :
Lyapunov methods; Markov processes; asymptotic stability; linear systems; probability; LTI; LTV problems; Lyapunov theory; probabilistic stability regions; quadratic Lyapunov functions; stochastic time scales; Asymptotic stability; Equations; Hoses; Lyapunov methods; Markov processes; Random variables; Upper bound;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
System Theory (SSST), 2013 45th Southeastern Symposium on
Conference_Location :
Waco, TX
ISSN :
0094-2898
Print_ISBN :
978-1-4799-0037-4
Type :
conf
DOI :
10.1109/SSST.2013.6524948
Filename :
6524948
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=603735
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