Theory of stochastic dissipative systems
Date
2011
Authors
Wu, Z.
Cui, M.
Xie, X.
Shi, P.
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Journal article
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IEEE Transactions on Automatic Control, 2011; 56(7):1650-1655
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Zhaojing Wu, Mingyue Cui, Xuejun Xie, and Peng Shi
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Abstract
By introducing the escape time, a new definition of the dissipativity is introduced under some assumptions that are very reasonable for most physical models. Based on this definition, criteria on the existence and the stability of the solution are presented, which can be seen as the extension of Lyapunov method to the non-smooth case. The dissipativity is applied to cascaded nonlinear stochastic systems and interconnected systems to display the superiority of the new framework, which shows that there is no need to calculate the first exit time and the escape time.
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© 2011 IEEE