EXPONENTIAL STABILITY OF LARGE-SCALE STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：16

作者：

MAO, XR ^{[1
]}

机构：

[1] UNIV WARWICK,INST MATH,COVENTRY CV4 4AL,ENGLAND

来源：

SYSTEMS & CONTROL LETTERS | 1992年 / 19卷 / 01期

关键词：

STOCHASTIC DIFFERENTIAL EQUATION; EXPONENTIAL STABILITY; LARGE-SCALE SYSTEM; ISOLATED SUBSYSTEMS; HIERARCHICAL SYSTEM;

D O I：

10.1016/0167-6911(92)90042-Q

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Given a large-scale stochastic system described by a number of subsystems, we introduce the corresponding isolated subsystems. It is shown that the exponential stability of the isolated systems implies the exponential stability of the large-scale system under some hypotheses added on the interconnected terms. We also study a slightly special case where the large-scale system is described in a hierarchical form, i.e., the system consists of several subsystems and each subsystem interacts only with 'lower' subsystems but not with 'higher' subsystems.

引用

页码：71 / 81

页数：11

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