Theory of Stochastic Dissipative Systems

Theory of Stochastic Dissipative Systems
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随机耗散系统理论

DOI:
10.1109/tac.2011.2121370
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发表时间:
2011-02
影响因子:
6.8
通讯作者:
Peng Shi
Peng Shi
中科院分区:
计算机科学2区
文献类型:
--
作者:
Zhaojing Wu;Mingyue Cui;Xuejun Xie;Peng Shi

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通过引入逃逸时间,在一些对大多数物理模型都很合理的假设下,给出了耗散率的新定义。在此基础上,给出了解的存在性和稳定性的判据,这可以看作是李雅普诺夫方法在非光滑情形的推广。将耗散性应用于级联非线性随机系统和关联系统,显示了新框架的优越性,表明不需要计算首次退出时间和逃逸时间。
By introducing the escape time, a new definition of the dissipativity is introduced under some assumptions that are very reasonable for most physical models. Based on this definition, criteria on the existence and the stability of the solution are presented, which can be seen as the extension of Lyapunov method to the non-smooth case. The dissipativity is applied to cascaded nonlinear stochastic systems and interconnected systems to display the superiority of the new framework, which shows that there is no need to calculate the first exit time and the escape time.
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