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Abstract
This paper provides a sufficient criterion for ε-moment stability (boundedness) and ergodicity for a class of systems comprising a finite set of diffusions among which switching is governed by a continuous time Markov chain. Stability/instability properties for each separate subsystem are assumed to be quantified by a Lyapunov function candidate and an associated growth rate equation. For the set of Lyapunov functions a compatibility criterion is assumed to be fulfilled bounding the ratio between pairs of Lyapunov functions. The established criterion is shown to be equivalent to an exact criterion for the almost sure convergence of an associated process bounding moments of the process under study. Examples are provided to illustrate the use of the established criterion.
Original language | English |
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Title of host publication | American Control Conference (ACC), 2012 |
Number of pages | 7 |
Publisher | IEEE |
Publication date | 2012 |
Pages | 3784 - 3790 |
ISBN (Print) | 978-1-4577-1095-7 |
ISBN (Electronic) | 978-1-4673-2102-0 |
Publication status | Published - 2012 |
Event | 2012 American Control Conference - Montreal, Canada Duration: 27 Jun 2012 → 29 Jun 2012 |
Conference
Conference | 2012 American Control Conference |
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Country/Territory | Canada |
City | Montreal |
Period | 27/06/2012 → 29/06/2012 |
Series | American Control Conference |
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ISSN | 0743-1619 |
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Dive into the research topics of 'Stability of Randomly Switched Diffusions'. Together they form a unique fingerprint.Projects
- 1 Finished
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Hybrid Control
The Danish Council for Technology and Innovation
01/03/2008 → 31/12/2011
Project: Research