A notion of stochastic input-to-state stability and its application to stability of cascaded stochastic nonlinear systems |
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| Authors: | Shu-jun Liu Ji-feng Zhang Zhong-ping Jiang |
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| Affiliation: | (1) Department of Mathematics, Southeast University, Nanjing, 210096, China;(2) Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, China;(3) Department of Electrical and Computer Engineering, Polytechnic University, 5 Metrotech Center, Brooklyn, N.Y. 11201, USA |
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| Abstract: | In this paper, the property of practical input-to-state stability and its application to stability of cascaded nonlinear systems are investigated in the stochastic framework. Firstly, the notion of (practical) stochastic input-to-state stability with respect to a stochastic input is introduced, and then by the method of changing supply functions, (a) an (practical) SISS-Lyapunov function for the overall system is obtained from the corresponding Lyapunov functions for cascaded (practical) SISS subsystems. Supported by the National Natural Science Foundation of China (No.60221301, No.60428304). |
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| Keywords: | Stochastic nonlinear systems Stochastic input-to-state stability (SISS) SISS-Lyapunov function |
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