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Stability and input-to-state stability for stochastic systems and applications

Author

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  • Alwan, Mohamad S.
  • Liu, Xinzhi

Abstract

This paper is concerned with establishing some stability and input-to-state stability (ISS) properties in terms of two different measures, h0 and h, for nonlinear systems of stochastic differential equations of Itô type. To analyze these properties, classical Lyapunov’s method and a comparison principle are used. To justify the proposed theoretical results, applications to state estimating systems of Luenberger type and feedforward (or cascade) systems enhanced with numerical examples and simulations are presented.

Suggested Citation

  • Alwan, Mohamad S. & Liu, Xinzhi, 2015. "Stability and input-to-state stability for stochastic systems and applications," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 450-461.
    • Handle: RePEc:eee:apmaco:v:268:y:2015:i:c:p:450-461
    DOI: 10.1016/j.amc.2015.06.070
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    Cited by:

    1. Luo, Jinnan & Tian, Wenhong & Zhong, Shouming & Shi, Kaibo & Chen, Hao & Gu, Xian-Ming & Wang, Wenqin, 2017. "Non-fragile asynchronous H∞ control for uncertain stochastic memory systems with Bernoulli distribution," Applied Mathematics and Computation, Elsevier, vol. 312(C), pages 109-128.
    2. Fan, Lina & Lv, Yuan & Zhu, Quanxin, 2023. "Stability analysis of discrete-time switched stochastic non-autonomous systems with external inputs and time-varying delays under partially unstable subsystems," Applied Mathematics and Computation, Elsevier, vol. 443(C).

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