Notions of exponential robust stochastic stability, ISS and their Lyapunov characterizations

Spiliotis, J; Tsinias, J

dc.contributor.author	Spiliotis, J	en
dc.contributor.author	Tsinias, J	en
dc.date.accessioned	2014-03-01T01:19:20Z
dc.date.available	2014-03-01T01:19:20Z
dc.date.issued	2003	en
dc.identifier.issn	1049-8923	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/15431
dc.subject	ISS	en
dc.subject	Lyapunov functions	en
dc.subject	Robust stochastic stability	en
dc.subject.classification	Automation & Control Systems	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.classification	Mathematics, Applied	en
dc.subject.other	Asymptotic stability	en
dc.subject.other	Differential equations	en
dc.subject.other	Lyapunov methods	en
dc.subject.other	Robustness (control systems)	en
dc.subject.other	System stability	en
dc.subject.other	Theorem proving	en
dc.subject.other	Wiener processes	en
dc.subject.other	Stochastic control systems	en
dc.title	Notions of exponential robust stochastic stability, ISS and their Lyapunov characterizations	en
heal.type	journalArticle	en
heal.identifier.primary	10.1002/rnc.724	en
heal.identifier.secondary	http://dx.doi.org/10.1002/rnc.724	en
heal.language	English	en
heal.publicationDate	2003	en
heal.abstract	Concepts of exponential global robust stability for stochastic control systems are analysed in terms of Lyapunov functions. The main result of the paper constitutes a generalization of a converse stability theorem due to Khasminskii for stochastic differential equations and establishes that, under certain hypotheses, the origin is robustly exponentially stable in the rth mean, if and only if the system admits a Lyapunov function which is smooth except possibly at the origin. The main result concerning robust asymptotic stability enable us to derive a Lyapunov-like characterization for the concept of stochastic input-to-state stability (ISS). Copyright © 2003 John Wiley & Sons, Ltd.	en
heal.publisher	JOHN WILEY & SONS LTD	en
heal.journalName	International Journal of Robust and Nonlinear Control	en
dc.identifier.doi	10.1002/rnc.724	en
dc.identifier.isi	ISI:000180862700005	en
dc.identifier.volume	13	en
dc.identifier.issue	2	en
dc.identifier.spage	173	en
dc.identifier.epage	187	en