TY - GEN
T1 - Stability and stabilization of switching stochastic differential equations subject to probabilistic state jumps
AU - Cetinkaya, Ahmet
AU - Kashima, Kenji
AU - Hayakawa, Tomohisa
PY - 2010
Y1 - 2010
N2 - Stability conditions of continuous-time mode switching stochastic systems with probabilistic state jumps are provided. The mode signal, which manages the transition between subsystems, is modeled as a piecewise constant stochastic process. The state variables of the stochastic switching system is subject to jumps of random size occurring at random instances. The proposed piecewise continuous control law guarantees exponential moment stability of the zero solution by using multiple Lyapunov functions. Finally, an illustrative numerical example is presented to demonstrate the efficacy of our results.
AB - Stability conditions of continuous-time mode switching stochastic systems with probabilistic state jumps are provided. The mode signal, which manages the transition between subsystems, is modeled as a piecewise constant stochastic process. The state variables of the stochastic switching system is subject to jumps of random size occurring at random instances. The proposed piecewise continuous control law guarantees exponential moment stability of the zero solution by using multiple Lyapunov functions. Finally, an illustrative numerical example is presented to demonstrate the efficacy of our results.
UR - http://www.scopus.com/inward/record.url?scp=79953132179&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79953132179&partnerID=8YFLogxK
U2 - 10.1109/CDC.2010.5718189
DO - 10.1109/CDC.2010.5718189
M3 - Conference contribution
AN - SCOPUS:79953132179
SN - 9781424477456
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 2378
EP - 2383
BT - 2010 49th IEEE Conference on Decision and Control, CDC 2010
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 49th IEEE Conference on Decision and Control, CDC 2010
Y2 - 15 December 2010 through 17 December 2010
ER -