Exponential stability for stochastic systems with hysteresis switching
For stochastic switched systems, the exponential stability is considered in this paper. To construct the solution of the switched system, we only focus on the hysteresis switching rule which is state-dependent and can be viewed as a closedloop control scheme. Compared with the existing methods, the main difficulty comes from how to apply Dynkin’s formula and exponential martingale inequality to the case where locally Lipschitz conditions are destroyed by switching behaviors. The criteria on moment exponential stability and almost sure exponential stability are extended to stochastic systems with hysteresis switching. The simulation example demonstrates that unstable individual systems can be switched to an exponentially stable hybrid system.
Stochastic systems Switched system State-dependent switching Exponential stability
Zhaojing Wu Hui Zhang
School of Mathematics and Informational Science, Yantai University, Yantai, Shandong Province, 264005, China
国际会议
The 31st Chinese Control Conference(第三十一届中国控制会议)
合肥
英文
1505-1510
2012-07-01（万方平台首次上网日期，不代表论文的发表时间）