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Type: Conference paper
Title: On stability and dissipativity of stochastic nonlinear systems
Author: Wu, Z.
Shi, P.
Karimi, H.
Citation: 51st IEEE Conference on Decision and Control, held on December 10-13,2012, Maui, Hawaii: final program and book of abstracts: pp.4029-4034
Publisher: IEEE
Publisher Place: USA
Issue Date: 2012
ISBN: 9781467320641
ISSN: 0191-2216
Conference Name: IEEE Conference on Decision and Control (51st : 2012 : Maui, Hawaii)
Statement of
Zhaojing Wu, Peng Shi and Hamid Reza Karimi
Abstract: Input-to-state stability of nonlinear control system is described in several different manners, and has been a central concept since the equivalences among them were verified. In this paper, a framework of stability and dissipativity for stochastic control systems is constructed on the maximal existence interval of behaviors (states and external inputs), by the aid of stochastic Barbalat lemma and stochastic dissipativity. The main work consists of three aspects. First, input-to-state stability and robust stability are extended to the stochastic case, and several criteria are established. Second, two forms of dissipativity and their criteria are presented. Third, the key relations among the definitions of stability and dissipativity are verified. Compared with the existing results on stochastic input-to-state stability, our methods allow for non-globally Lipschitz condition, dynamic inputs without knowledge about boundedness and nonsmoothness of storage functions, which are more effective and convenient to be used in practice.
Keywords: Educational institutions; Lyapunov methods; nonlinear control systems; nonlinear systems; stability criteria
Rights: © 2012 IEEE
RMID: 0020124026
DOI: 10.1109/CDC.2012.6426999
Appears in Collections:Electrical and Electronic Engineering publications

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