Title :
Almost sure exponential stability of linear impulsive stochastic differential systems
Author :
Cheng, Pei ; Deng, Feiqi
Author_Institution :
Sch. of Math. Sci., Anhui Univ., Hefei, China
Abstract :
This paper is mainly concerned with the almost sure exponential stability analysis of linear impulsive stochastic differential systems. By using the Itô formula, exponential martingale inequality and Borel-Cantelli lemma, several criteria on almost sure exponential stability are derived. Based on the stability results, the exact methods how to design a stochastic perturbation to stabilize a given unstable linear impulsive differential system are also proposed.
Keywords :
asymptotic stability; control system analysis; differential equations; linear systems; stochastic systems; Borel-Cantelli lemma; Itô formula; almost sure exponential stability analysis; exponential martingale inequality; linear impulsive stochastic differential systems; stochastic perturbation; Asymptotic stability; Control theory; Differential equations; Noise; Stability criteria; Impulsive stochastic differential systems; almost sure exponential stability; noise stabilization;
Conference_Titel :
Control Conference (CCC), 2012 31st Chinese
Conference_Location :
Hefei
Print_ISBN :
978-1-4673-2581-3
