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Frequency-domain criteria for stability of a class of nonlinear stochastic systems

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Author: Mahalanabis, A; Purkayastha, S

Advisor: Advisor

Date: 1973

Publisher:
Citation: Automatic

Series/Report no.:
Item Type: Article

Keywords: frequency-domain; ensure asymptotic; white-noise parameter

Abstract: The problem of finding frequency-domain conditions that are sufficient to ensure asymptotic stability with probability one (ASWP 1) of a Lure-type system with white-noise input disturbance is considered. It is shown that, if the noise is linearly related to the state of the system, a relatively simple frequency-domain inequality that guarantees ASWP 1 of the system exists. The stochastic version of the second method of Lyapunov, along with a Meyer-Kalman-Yakubovich(MKY)-type lemma, is used to derive such a condition, assuming first that only sector information of the nonlinearity is available. A modification of this lemma is subsequently used to derive an improved stability condition, assuming that both sector and slope information of the nonlinearity are available. Finally, the case of a differential system with white-noise parameter perturbation is considered and an illustrative example is presented.
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Shankar B. Chavan
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Shankar B. Chavan
Computer Applications Division
Central Library, IIT Delhi
shankar.chavan@library.iitd.ac.in
NDLTD
Shodhganga
NDL
ePrints@IISc
etd@IISc
IR@IIT Bombay
NewsClips @IITD
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