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Stability of stochastic composite systems

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2 Author(s)
Michel, A.N. ; Iowa State University, Ames, IA, USA ; Rasmussen, R.

In a recent paper [15] results for the asymptotic stability and exponential stability (with probability one) of a class of continuous parameter stochastic composite systems, with disturbances confined to the sub-system structure, were established. In this short paper these results are extended to allow stability analysis of systems for which stochastic disturbances may not only enter into the subsystem structure but also into the interconnecting structure of composite systems. As in previous related results, the objective is to analyze composite systems in terms of their lower order subsystems and in terms of their interconnecting structure.

Published in:

Automatic Control, IEEE Transactions on  (Volume:21 ,  Issue: 1 )