Instability of stochastic switched systems

Hui Zhang; Yuanqing Xia

doi:10.1016/j.sysconle.2014.10.007

Instability of stochastic switched systems

Hui Zhang, Yuanqing Xia^*

^*Corresponding author for this work

School of Automation

Beijing Institute of Technology

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

Abstract

The instability problem of stochastic switched systems is investigated in this paper. Definitions of instability are given in the forms of instability in probability, mth instability, moment exponential instability and almost sure exponential instability. By the aid of Dynkin's formula, Itô's formula and strong law of large numbers, the criteria on instability of stochastic switched systems under arbitrary switching are established based on Lyapunov-like techniques. Simulation examples are presented to illustrate the validity of the results.

Original language	English
Pages (from-to)	101-107
Number of pages	7
Journal	Systems and Control Letters
Volume	75
DOIs	https://doi.org/10.1016/j.sysconle.2014.10.007
Publication status	Published - Jan 2015

Keywords

Stochastic instability
Stochastic systems
Switched systems

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10.1016/j.sysconle.2014.10.007

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title = "Instability of stochastic switched systems",

abstract = "The instability problem of stochastic switched systems is investigated in this paper. Definitions of instability are given in the forms of instability in probability, mth instability, moment exponential instability and almost sure exponential instability. By the aid of Dynkin's formula, It{\^o}'s formula and strong law of large numbers, the criteria on instability of stochastic switched systems under arbitrary switching are established based on Lyapunov-like techniques. Simulation examples are presented to illustrate the validity of the results.",

keywords = "Stochastic instability, Stochastic systems, Switched systems",

author = "Hui Zhang and Yuanqing Xia",

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doi = "10.1016/j.sysconle.2014.10.007",

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AU - Zhang, Hui

AU - Xia, Yuanqing

PY - 2015/1

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N2 - The instability problem of stochastic switched systems is investigated in this paper. Definitions of instability are given in the forms of instability in probability, mth instability, moment exponential instability and almost sure exponential instability. By the aid of Dynkin's formula, Itô's formula and strong law of large numbers, the criteria on instability of stochastic switched systems under arbitrary switching are established based on Lyapunov-like techniques. Simulation examples are presented to illustrate the validity of the results.

AB - The instability problem of stochastic switched systems is investigated in this paper. Definitions of instability are given in the forms of instability in probability, mth instability, moment exponential instability and almost sure exponential instability. By the aid of Dynkin's formula, Itô's formula and strong law of large numbers, the criteria on instability of stochastic switched systems under arbitrary switching are established based on Lyapunov-like techniques. Simulation examples are presented to illustrate the validity of the results.

KW - Stochastic instability

KW - Stochastic systems

KW - Switched systems

UR - http://www.scopus.com/inward/record.url?scp=84919596949&partnerID=8YFLogxK

U2 - 10.1016/j.sysconle.2014.10.007

DO - 10.1016/j.sysconle.2014.10.007

M3 - Article

AN - SCOPUS:84919596949

SN - 0167-6911

VL - 75

SP - 101

EP - 107

JO - Systems and Control Letters

JF - Systems and Control Letters

ER -

Instability of stochastic switched systems

Abstract

Keywords

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