• 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.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=603735