A notion of stochastic input-to-state stability and its application to stability of cascaded stochastic nonlinear systems

Shu Jun Liu, Ji Feng Zhang, Zhong Ping Jiang

Research output: Contribution to journalArticle

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.

Original languageEnglish (US)
Pages (from-to)141-156
Number of pages16
JournalActa Mathematicae Applicatae Sinica
Volume24
Issue number1
DOIs
StatePublished - Jan 2008

Keywords

  • SISS-Lyapunov function
  • Stochastic input-to-state stability (SISS)
  • Stochastic nonlinear systems

ASJC Scopus subject areas

  • Applied Mathematics

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