Exponential stability of stochastic systems with hysteresis switching

被引：33

作者：

Zhang, Hui ^{[1
]}

Wu, Zhaojing ^{[2
]}

Xia, Yuanqing ^{[1
]}

机构：

[1] Beijing Inst Technol, Sch Automat, Beijing 100081, Peoples R China

[2] Yantai Univ, Sch Math & Informat Sci, Yantai 264005, Shandong, Peoples R China

来源：

AUTOMATICA | 2014年 / 50卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Stochastic systems; Switched systems; Hysteresis switching; State-dependent switching; Exponential stability; LYAPUNOV FUNCTIONS; NONLINEAR-SYSTEMS; DELAY; CONTROLLABILITY; STABILIZABILITY; STABILIZATION; DESIGN;

D O I：

10.1016/j.automatica.2013.11.032

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

For stochastic systems with state-dependent switching which are motivated by active regions of subsystems, the exponential stability is studied in this paper. Distinct from most of the existing references, the existence of the solution to stochastic switched systems is not given as a priori information but can be proved under some easily verified conditions. By the aid of Dynkin's formula, Ito's formula and exponential martingale inequality, the criteria on moment exponential stability and almost sure exponential stability of the stochastic switched system are established based on Lyapunov-like techniques. Simulation examples are presented to illustrate the validity of the results. (C) 2013 Elsevier Ltd. All rights reserved.

引用

页码：599 / 606

页数：8

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