Stochastic Stability of Markovianly Switched ...
Document type :
Compte-rendu et recension critique d'ouvrage
Title :
Stochastic Stability of Markovianly Switched Systems
Author(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]
Journal title :
IEEE Transactions on Automatic Control
Pages :
pp.
Publisher :
Institute of Electrical and Electronics Engineers
Publication date :
2013
ISSN :
0018-9286
HAL domain(s) :
Sciences de l'ingénieur [physics]/Automatique / Robotique
English abstract : [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 ...
Show more >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.Show less >
Show more >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.Show less >
Language :
Anglais
Popular science :
Non
Comment :
Accepted January 2013
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