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^*

^*此作品的通讯作者

自动化学院

Beijing Institute of Technology

科研成果: 期刊稿件 › 文章 › 同行评审

14 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	101-107
页数	7
期刊	Systems and Control Letters
卷	75
DOI	https://doi.org/10.1016/j.sysconle.2014.10.007
出版状态	已出版 - 1月 2015

访问文件

10.1016/j.sysconle.2014.10.007

其它文件与链接

链接到 Scopus 的出版物

引用此

@article{7ba35e390c0840ea8224c2bb8421ec45,

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",

year = "2015",

month = jan,

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

language = "English",

volume = "75",

pages = "101--107",

journal = "Systems and Control Letters",

issn = "0167-6911",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Instability of stochastic switched systems

AU - Zhang, Hui

AU - Xia, Yuanqing

PY - 2015/1

Y1 - 2015/1

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

摘要

访问文件

其它文件与链接

指纹

引用此