Title :
Sufficient conditions for almost sure exponential stability of large scale interconnected stochastic systems
Author :
Barbata, Asma ; Zasadzinski, Michel ; Ali, Harouna Souley ; Messaoud, Hassani
Author_Institution :
Centre de Rech. en Autom. de Nancy, Univ. de Lorraine, Cosnes et Romain, France
Abstract :
This contribution deals with the study of the almost sure exponential stability of large scale stochastic systems with multiplicative noises. Under some assumption, it is proven that this stability is guaranteed if each “diagonal” subsystem is almost surely exponentially stable.
Keywords :
asymptotic stability; interconnected systems; stochastic systems; almost sure exponential stability; diagonal subsystem; large scale interconnected stochastic systems; multiplicative noise; sufficient condition; Control theory; Noise; Stability criteria; Stochastic systems; Symmetric matrices; Almost sure exponential stability; Itô process; Large scale stochastic system; Multiplicative noises;
Conference_Titel :
American Control Conference (ACC), 2015
Conference_Location :
Chicago, IL
Print_ISBN :
978-1-4799-8685-9
DOI :
10.1109/ACC.2015.7172206
