exponial stabihty of stochastic systems with hysteresis switching.pdfVIP

, , . , . , . . , : ; , ; ; , . . , , , . , Lipschitz. , : Dynkin, a.s.. , Burkholder- Davis-Gundy, a.s.. , : , , . , , , , . i Abstract For stochastic switched systems, the exponential stability is considered in this pa- per. To construct the solution of the switched system, we only focus on the hysteresis switching rule which is state-dependent and can be viewed as a closed-loop control scheme. Compared with the existing methods, the main difficulty comes from how to apply Dynkin’s formula and exponential martingale inequality to the case where locally Lipschitz conditions are destroyed by switching behaviors. The criteria on moment exponential stability and almost sure exponential stability of the stochastic switched system are established. The relations between moment exponential stability and almost sure exponential stability for stochastic switched systems are discussed requiring addi- tional conditions by the aid of the Burkholder-Davis-Gundy inequality. The simulation examples that unstable subsystems can be switched to an exponentially stable switched system is given to illustrate the validity of the results. Keywords Stochastic systems, Switched system, Hysteresis switching, State-dependent switch- ing, Exponential stability. ii . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .