Stability of stochastic systems with probabilistic mode switchings and state jumps

Ahmet Cetinkaya, Kenji Kashima, Tomohisa Hayakawa

研究成果: Conference contribution

10 被引用数 (Scopus)

抄録

In this paper, we discuss the stability of continuous-time stochastic systems with probabilistic mode switchings and state jumps. Occurrences of mode transitions and state jumps are modeled with independent Poisson processes. We use multiple Lyapunov functions to derive sufficient conditions for stability in probability and moment exponential stability both for linear and nonlinear stochastic switching systems. Furthermore, we provide numerical examples to demonstrate the efficacy of our results.

本文言語English
ホスト出版物のタイトルProceedings of the 2010 American Control Conference, ACC 2010
出版社IEEE Computer Society
ページ4046-4051
ページ数6
ISBN(印刷版)9781424474264
DOI
出版ステータスPublished - 2010
外部発表はい

出版物シリーズ

名前Proceedings of the 2010 American Control Conference, ACC 2010

ASJC Scopus subject areas

  • 制御およびシステム工学

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