DocumentCode :
2160094
Title :
Almost sure stability of stochastic linear systems with ergodic parameters: A small-gain theorem
Author :
Bolzern, Paolo ; Colaneri, Patrizio ; De Nicolao, Giuseppe
Author_Institution :
Dipt. di Elettron. e Inf., Politec. di Milano, Milan, Italy
fYear :
2007
fDate :
2-5 July 2007
Firstpage :
5060
Lastpage :
5064
Abstract :
This paper deals with the notion of almost sure stability for linear stochastic systems whose dynamic matrix depends on an ergodic process. A stochastic small-gain theorem ensuring exponential almost sure stability is proven. The condition requires that the mean square value of the parameter is less than a constant involving the H-norm of an appropriate transfer function.
Keywords :
H control; linear systems; stability; statistical mechanics; stochastic systems; transfer functions; H-norm; almost sure stability; dynamic matrix; ergodic parameters; ergodic process; linear stochastic systems; stochastic linear systems; stochastic small-gain theorem; transfer function; Asymptotic stability; Linear systems; Noise; Stability criteria; Stochastic processes; Stochastic systems;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6
Type :
conf
Filename :
7068515
Link To Document :
بازگشت