Stochastic Stability of Markovianly Switched ...
Type de document :
Compte-rendu et recension critique d'ouvrage
Titre :
Stochastic Stability of Markovianly Switched Systems
Auteur(s) :
Leth, John [Auteur]
Schioeler, Henrik [Auteur]
Gholami, Mehdi [Auteur]
Cocquempot, Vincent [Auteur]
Systèmes Tolérants aux Fautes [STF]
Schioeler, Henrik [Auteur]
Gholami, Mehdi [Auteur]
Cocquempot, Vincent [Auteur]

Systèmes Tolérants aux Fautes [STF]
Titre de la revue :
IEEE Transactions on Automatic Control
Pagination :
pp.
Éditeur :
Institute of Electrical and Electronics Engineers
Date de publication :
2013
ISSN :
0018-9286
Discipline(s) HAL :
Sciences de l'ingénieur [physics]/Automatique / Robotique
Résumé en anglais : [en]
This paper examines the stochastic stability of noisy dynamics in discrete and continuous time. The notion of moment stability in the wide sense (MSWS) is presented as a generalisation of -moment stability. MSWS is ...
Lire la suite >This paper examines the stochastic stability of noisy dynamics in discrete and continuous time. The notion of moment stability in the wide sense (MSWS) is presented as a generalisation of -moment stability. MSWS is intentionally not based on stochastic convergence properties, since in most practically appearing systems convergence to any equilibrium is not present. A sufficient criterion for both MSWS and ergodicity is presented for a class of systems comprising a finite set of noisy dynamical systems among which switching is governed by a Markov chain. Stability/instability properties for each separate subsystem are assumed to be quantified by a Lyapunov function candidate together with an associated growth rate equation. For the set of Lyapunov functions, a compatibility criterion is assumed to be fulfilled, bounding the ratio between pairs of Lyapunov functions.Lire moins >
Lire la suite >This paper examines the stochastic stability of noisy dynamics in discrete and continuous time. The notion of moment stability in the wide sense (MSWS) is presented as a generalisation of -moment stability. MSWS is intentionally not based on stochastic convergence properties, since in most practically appearing systems convergence to any equilibrium is not present. A sufficient criterion for both MSWS and ergodicity is presented for a class of systems comprising a finite set of noisy dynamical systems among which switching is governed by a Markov chain. Stability/instability properties for each separate subsystem are assumed to be quantified by a Lyapunov function candidate together with an associated growth rate equation. For the set of Lyapunov functions, a compatibility criterion is assumed to be fulfilled, bounding the ratio between pairs of Lyapunov functions.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
Commentaire :
Accepted January 2013
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