Abstract:
This paper studies integral input-to-state stability of stochastic nonlinear systems in the Stratonovich sense and develops Lyapunov-type criteria. Instead of merely exte...Show MoreMetadata
Abstract:
This paper studies integral input-to-state stability of stochastic nonlinear systems in the Stratonovich sense and develops Lyapunov-type criteria. Instead of merely extending previous results on deterministic systems and stochastic systems of Itô type, this paper focuses on the unique feature that allows one to stabilize a system globally by stochastic noise when the system is not stable globally in the absence of the noise. Making use of the Lyapunov-type characterization of integral input-to-state stability developed in this paper, the capability of admitting unstable subsystems in establishing stability of interconnected systems is also pursued. Numerical examples are presented to illustrate these curious points.
Published in: 2015 54th IEEE Conference on Decision and Control (CDC)
Date of Conference: 15-18 December 2015
Date Added to IEEE Xplore: 11 February 2016
ISBN Information: