Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems

被引：130
|
作者：
Wang, Bao [1 ,2 ,3 ]
Zhu, Quanxin [1 ,2 ,4 ]
机构：
[1] Nanjing Normal Univ, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R China
[2] Nanjing Normal Univ, Inst Math, Nanjing 210023, Jiangsu, Peoples R China
[3] Xuzhou Inst Technol, Coll Math & Phys, Xuzhou 221000, Jiangsu, Peoples R China
[4] Univ Bielefeld, Dept Math, D-33615 Bielefeld, Germany
来源：
SYSTEMS & CONTROL LETTERS | 2017年 / 105卷
基金：
中国国家自然科学基金;
关键词：
Markov switched stochastic differential equation; Stochastically asymptotically stable in the large; Multiple Lyapunov function; Unstable subsystem; EXPONENTIAL STABILITY; UNIFORM STABILITY; SYSTEMS; STABILIZATION;
D O I：
10.1016/j.sysconle.2017.05.002
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper discusses the asymptotic stability of Markov switched stochastic differential equations. By using the method of multiple Lyapunov functions, we provide sufficient conditions for stochastic asymptotic stability of Markov switched stochastic differential equations with both stable and unstable subsystems via the inequality based on the multiple Lyapunov functions and the stationary distribution of Markovian switching process. Particularly, our results include some existing results as special cases and improve some results in the literature. Two examples are given to illustrate the effectiveness of the obtained results. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码：55 / 61
页数：7
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