Lyapunov function-based stochastic small-gain theorem and its applications
| Autor: | Zhao Jing Wu |
|---|---|
| Rok vydání: | 2008 |
| Předmět: |
Lyapunov function
MathematicsofComputing_NUMERICALANALYSIS Lyapunov optimization Lyapunov exponent symbols.namesake Small-gain theorem Control theory ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION symbols Applied mathematics Lyapunov equation Infinitesimal generator Lyapunov redesign Control-Lyapunov function Mathematics |
| Zdroj: | 2008 Chinese Control and Decision Conference. |
| DOI: | 10.1109/ccdc.2008.4598237 |
| Popis: | In this paper, an alternative statement and proof of the so-called stochastic nonlinear small-gain theorem is given by means of Lyapunov function argument. For this end, the infinitesimal generator and the generalized Itpsilas formula for non-smooth Lyapunov function are represented; the existence and uniqueness of strong solution to system are proved by the aid of Lyapunov function whose mathematical expectation is bounded; global asymptotic stability in probability is obtained for stochastic systems by using a non-smooth Lyapunov function. Then the Lyapunov function-based small-gain theorem is proposed by adding other assumptions to the usual small-gain condition, and is proved by adopting ldquoswitching Lyapunov function methodrdquo. As application, we address the problem of adaptive output-feedback stabilization for a class of interconnected nonlinear stochastic systems. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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