Search results for "Converse theorem"

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Stability analysis for stochastic hybrid systems: A survey

2014

This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical systems that combine continuous change and instantaneous change and that also include random effects. We re-emphasize the common features found in most of the models that have appeared in the literature, which include stochastic switched systems, Markov jump systems, impulsive stochastic systems, switching diffusions, stochastic impulsive systems driven by renewal processes, diffusions driven by Lévy processes, piecewise-deterministic Markov processes, general stochastic hybrid systems, and stochastic hybrid inclusions. Then we review many of the stability concepts that have been studied, inclu…

Lyapunov functionLyapunov stabilityContinuous-time stochastic processLyapunov functionDynamical systems theoryStochastic differential equationMarkov chainStochastic stabilityConverse theoremStochastic hybrid systemsymbols.namesakeStochastic differential equationSettore ING-INF/04 - AutomaticaControl and Systems EngineeringControl theoryHybrid systemStability theorysymbolsSwitching diffusionStochastic optimizationElectrical and Electronic EngineeringRobustnessStochastic switched systemMathematics
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