Frequency-domain criteria for stability of a class of nonlinear stochastic systems
In: IEEE Transactions on Automatic Control, Jg. 18 (1973-06-01), S. 266-270
Online
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Zugriff:
The problem of finding frequency-domain conditions that are sufficient to ensure asymptotic stability with probability one (ASWP 1) of a Lure-type system with white-noise input disturbance is considered. It is shown that, if the noise is linearly related to the state of the system, a relatively simple frequency-domain inequality that guarantees ASWP 1 of the system exists. The stochastic version of the second method of Lyapunov, along with a Meyer-Kalman-Yakubovich(MKY)-type lemma, is used to derive such a condition, assuming first that only sector information of the nonlinearity is available. A modification of this lemma is subsequently used to derive an improved stability condition, assuming that both sector and slope information of the nonlinearity are available. Finally, the case of a differential system with white-noise parameter perturbation is considered and an illustrative example is presented.
| Titel: |
Frequency-domain criteria for stability of a class of nonlinear stochastic systems
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| Autor/in / Beteiligte Person: | Mahalanabis, A. ; Purkayastha, S. |
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| Zeitschrift: | IEEE Transactions on Automatic Control, Jg. 18 (1973-06-01), S. 266-270 |
| Veröffentlichung: | Institute of Electrical and Electronics Engineers (IEEE), 1973 |
| Medientyp: | unknown |
| ISSN: | 0018-9286 (print) |
| DOI: | 10.1109/tac.1973.1100286 |
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