TY - GEN
T1 - Stability of stochastic systems with probabilistic mode switchings and state jumps
AU - Cetinkaya, Ahmet
AU - Kashima, Kenji
AU - Hayakawa, Tomohisa
PY - 2010
Y1 - 2010
N2 - In this paper, we discuss the stability of continuous-time stochastic systems with probabilistic mode switchings and state jumps. Occurrences of mode transitions and state jumps are modeled with independent Poisson processes. We use multiple Lyapunov functions to derive sufficient conditions for stability in probability and moment exponential stability both for linear and nonlinear stochastic switching systems. Furthermore, we provide numerical examples to demonstrate the efficacy of our results.
AB - In this paper, we discuss the stability of continuous-time stochastic systems with probabilistic mode switchings and state jumps. Occurrences of mode transitions and state jumps are modeled with independent Poisson processes. We use multiple Lyapunov functions to derive sufficient conditions for stability in probability and moment exponential stability both for linear and nonlinear stochastic switching systems. Furthermore, we provide numerical examples to demonstrate the efficacy of our results.
UR - http://www.scopus.com/inward/record.url?scp=77957791957&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=77957791957&partnerID=8YFLogxK
U2 - 10.1109/acc.2010.5530517
DO - 10.1109/acc.2010.5530517
M3 - Conference contribution
AN - SCOPUS:77957791957
SN - 9781424474264
T3 - Proceedings of the 2010 American Control Conference, ACC 2010
SP - 4046
EP - 4051
BT - Proceedings of the 2010 American Control Conference, ACC 2010
PB - IEEE Computer Society
ER -