• 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 V(x) is first assumed, similar to the deterministic case. Consider next the natural stochastic analog of \\dot{V}(x) as à V(x) , 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