Almost sure exponential stability of linear impulsive stochastic differential systems

摘要：

This paper is mainly concerned with the almost sure exponential stability analysis of linear impulsive stochastic differential systems. By using the It坥 formula, exponential martingale inequality and Borel-Cantelli lemma, several criteria on almost sure exponential stability are derived. Based on the stability results, the exact methods how to design a stochastic perturbation to stabilize a given unstable linear impulsive differential system are also proposed.

关键词： Impulsive stochastic differential systems almost sure exponential stability noise stabilization

作者: Pei Cheng Feiqi Deng

作者单位: School of Mathematical Sciences, Anhui University, Hefei 230039, China Institute of Systems Engineering, South China University of Technology, Guangzhou 510640, China

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 1553-1557

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）