Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach
Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach
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DOI：
10.1109/tac.2008.930185
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发表时间：
2008-10
影响因子：
6.8
通讯作者：
Bin Liu-
中科院分区：
文献类型：
--
作者：
Bin Liu-
本文研究随机脉冲系统解的稳定性问题。利用类李雅普诺夫函数方法及其公式，建立了随机脉冲系统解的存在唯一性和稳定性的比较原理。基于这些比较原理，由确定性脉冲系统的稳定性性质推导出随机脉冲系统的稳定性性质。作为应用，将稳定性结果用于不稳定随机系统的脉冲控制设计。最后，给出了一个算例来说明所得结果。
This note studies stability problem of solutions for stochastic impulsive systems. By employing Lyapunov-like function method and It's formula, comparison principles of existence and uniqueness and stability of solutions for stochastic impulsive systems are established. Based on these comparison principles, the stability properties of stochastic impulsive systems are derived by the corresponding stability properties of a deterministic impulsive system. As the application, the stability results are used to design impulsive control for the stabilization of unstable stochastic systems. Finally, one example is given to illustrate the obtained results.