DocumentCode
801308
Title
Stochastic stability in nonlinear control systems
Author
Ku, Y.
Author_Institution
University of Pennsylvania, Philadelphia, PA, USA
Volume
14
Issue
5
fYear
1969
fDate
10/1/1969 12:00:00 AM
Firstpage
599
Lastpage
601
Abstract
The stability of nonlinear control systems with stochastic coefficients is studied by applying the Lyapunov theory. A Lyapunov function
is first assumed, similar to the deterministic case. Consider next the natural stochastic analog of
as Ã
, where à is equal to the differential generator. The procedure of establishing stability conditions is illustrated by two second-order examples and four third-order examples.
is first assumed, similar to the deterministic case. Consider next the natural stochastic analog of
as Ã
, where à is equal to the differential generator. The procedure of establishing stability conditions is illustrated by two second-order examples and four third-order examples.Keywords
Lyapunov methods; Nonlinear systems, stochastic; Stochastic systems, nonlinear; Asymptotic stability; Books; Differential equations; Integral equations; Lyapunov method; Nonlinear control systems; Nonlinear equations; Stability criteria; Stochastic processes; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1969.1099274
Filename
1099274
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