A new approach to almost-sure asymptotic stability of stochastic systems of higher dimension |
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Authors: | ZL Huang WQ Zhu |
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Institution: | Department of Mechanics, Zhejiang University, Hangzhou 310027, People's Republic of China |
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Abstract: | The almost sure asymptotic stability of higher-dimensional linear stochastic systems and of a special class of nonlinear stochastic systems with homogeneous drift and diffusion coefficients of order one is studied. Based on the well-known Khasminskii's theorem, a new approach for obtaining the regions of almost sure asymptotic stability and instability without evaluating the stationary probability density of the diffusion process defined on unit hypersphere is proposed. Two examples of two and three degree-of-freedom linear stochastic systems are given to illustrate the application and effectiveness of the proposed approach combined with stochastic averaging. |
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Keywords: | Stochastic stability Lyapunov exponent Stochastic system |
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