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Moment stability of discontinuous stochastic dynamical systems

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2 Author(s)
Ling Hou ; Dept. of Electr. Eng., Notre Dame Univ., IN, USA ; Michel, A.N.

In the present paper, we establish new Lyapunov and Lagrange stability results in the pth mean for a class of discontinuous stochastic dynamical systems. We apply these results in the qualitative analysis of a class of digital feedback control systems that are subjected to multiplicative and additive disturbances in the plants. The present results constitute natural extensions of our earlier results for discontinuous deterministic dynamical systems

Published in:

American Control Conference, 2000. Proceedings of the 2000  (Volume:6 )

Date of Conference:

2000