Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach

被引：164

作者：

Liu, Bin ^{[1
,2
]}

机构：

[1] Hunan Univ Technol, Dept Informat & Computat Sci, Zhuzhou 412008, Peoples R China

[2] Australian Natl Univ, Dept Informat Engn, Canberra, ACT 0200, Australia

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2008年 / 53卷 / 09期

基金：

澳大利亚研究理事会;

关键词：

Comparison principle; impulsive control; Ito's formula; stability; stochastic impulsive system (SIS);

D O I：

10.1109/TAC.2008.930185

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 [计算机科学与技术];

摘要：

This note studies stability problem of solutions for stochastic impulsive systems. By employing Lyapunov-like function method and Ito's formula, comparison principles of existence and uniqueness and stability of solutions for stochastic impulsive systems are established. Based on these comparison principles, the stability properties of stochastic impulsive systems are derived by the corresponding stability properties of a deterministic impulsive system. As the application, the stability results are used to design impulsive control for the stabilization of unstable stochastic systems. Finally, one example is given to illustrate the obtained results.

引用

页码：2128 / 2133

页数：6

共 18 条

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