Mean-Square Stability of Two-Time Scale Linear Stochastic Hybrid Systems

被引：1

作者：

Seroka, Ewelina ^{[1
]}

Socha, Leslaw ^{[1
]}

机构：

[1] Cardinal Stefan Wyszynski Univ Warsaw, Coll Nat Sci, Dept Math & Sci, PL-01815 Warsaw, Poland

来源：

IUTAM SYMPOSIUM ON MULTISCALE PROBLEMS IN STOCHASTIC MECHANICS | 2013年 / 6卷

关键词：

stochastic stability; two-time scale systems; hybric systems; Lyapunov techniques;

D O I：

10.1016/j.piutam.2013.01.022

中图分类号：

O3 [力学];

学科分类号：

08 ; 0801 ;

摘要：

The problem of exponential mean-square stability of two-time scale, linear stochastic hybrid systems has been studied in this paper. To obtain the sufficient conditions of stability two basic approaches of stability analysis for one-time hybrid systems with a Markovian switching rule and any switching rule and singularly perturbed nonhybrid systems were combined. In both approaches the Lyapunov techniques were used. (C) 2013 The Authors. Published by Elsevier B. V. Selection and/or peer review under responsibility of Karlsruhe Institute of Technology (KIT) Institute of the Engineering Mechanics.

引用

页码：194 / 203

页数：10

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