Title :
Invariant measure of stochastic hybrid processes
Author :
Yuan, Chenggui ; Lygeros, John
Author_Institution :
Dept. of Eng., Cambridge Univ., UK
Abstract :
Stability of stochastic hybrid systems has recently been discussed by many authors, for example, Basak et al. (1996), Bensoussan and Menaldi (2000), Ji and Chizeek (1990), Mariton (1990), Mao et al. (1999, 2000) and Yuan and Mao (2003), to name a few. The aim of this paper is to study the invariant measure of non-linear stochastic hybrid systems.
Keywords :
nonlinear systems; stability; stochastic processes; invariant measure; nonlinear stochastic hybrid systems; stability; Asymptotic stability; Delay effects; Density measurement; Differential equations; Electric variables measurement; Lyapunov method; Nonlinear equations; Stochastic processes; Stochastic systems; Sufficient conditions;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location :
Nassau
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1428967
