Stochastic boundedness of state trajectories of stable LTI systems in the presence of non-vanishing stochastic perturbation

DOI10.1093/IMAMCI/DNZ023MaRDI QIDQ5128522zbMATH OpenOpenAlexFDO

Authors Peyman Azodi, Peyman Setoodeh, Alireza Khayatian, Elham Jamalinia

Publication date 27 October 2020

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.04728

zbMATH Keywords

perturbed systemsstochastic boundednessstochastic Lyapunov theory

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Stochastic stability in control theory (93E15)

Abstract: This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed via Lyapunov theory. In this proposed theorem, it is shown that under a condition on the Lipchitz constant of the perturbation kernel, the trajectories remain stochastically bounded in the sense of the proposed definitions and the bounds are calculated. Also, the limiting behavior of the trajectories have been studied. At the end an illustrative example is presented, which shows the effectiveness of the proposed theory.

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