Incremental stability analysis of stochastic hybrid systems

被引：11
|
作者：
Zhang, Ben-gong [1 ,2 ]
Chen, Luonan [1 ,2 ,3 ]
Aihara, Kazuyuki [1 ,2 ]
机构：
[1] JST, Aihara Innovat Math Modelling Project, FIRST, Tokyo 1538505, Japan
[2] Univ Tokyo, Inst Ind Sci, Tokyo 1538505, Japan
[3] Chinese Acad Sci, Shanghai Inst Biol Sci, SIBS Novo Nordisk Translat Res Ctr PreDiabet, Key Lab Syst Biol, Shanghai 200031, Peoples R China
来源：
NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS | 2013年 / 14卷 / 02期
基金：
日本学术振兴会;
关键词：
Contraction theory; Incremental stability; Exponential stability; Stochastic hybrid system; RAZUMIKHIN-TYPE THEOREMS; DIFFERENTIAL-EQUATIONS; CONTRACTION ANALYSIS; DELAY; SYNCHRONIZATION; MODEL;
D O I：
10.1016/j.nonrwa.2012.09.013
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we study the incremental stability of stochastic hybrid systems, based on the contraction theory, and derive sufficient conditions of global stability for such systems. As a special case, the conditions to ensure the second moment exponential stability which is also called exponential stability in the mean square of stochastic hybrid systems are obtained. The theoretical results in this paper extend previous works from deterministic or stochastic systems to general stochastic hybrid systems, which can be applied to qualitative and quantitative analysis of many physical and biological phenomena. An illustrative example is given to show the effectiveness of our results. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码：1225 / 1234
页数：10
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