Stochastic Weak Passivity Based Stabilization of Stochastic Systems with Nonvanishing Noise

arXiv1602.07406MaRDI QIDQ6270777FDOQ6270777

Publication date: 24 February 2016

Abstract: For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to the loss of stochastic passivity at the desired state if a radially unbounded Lyapunov function is expected as the storage function. To characterize a certain (globally) stable behavior for such a class of systems, the stochastic asymptotic weak stability is proposed in this paper which suggests the transition measure of the state to be convergent and the ergodicity. By defining stochastic weak passivity that admits stochastic passivity only outside a ball centered around the desired state but not in the whole state space, we develop stochastic weak passivity theorems to ensure that the stochastic systems with nonvanishing noise can be globallylocally stabilized in weak sense through negative feedback law. Applications are shown to stochastic linear systems and a nonlinear process system, and some simulation are made on the latter further.

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Stability for nonlinear problems in mechanics (70K20)

This page was built for publication: Stochastic Weak Passivity Based Stabilization of Stochastic Systems with Nonvanishing Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6270777)