Diagonal stability of stochastic systems subject to nonlinear disturbances and diagonal H2 norms

C. Langbort, V. Ugrinovskii

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A known result in the stability theory of stochastic systems with nonlinear Lipschitz-bounded noise intensity states that the robust stability radius of such a stochastic system is equal to the inverse of the H2 norm of its 'noise-to-output' transfer function. This paper extends this result to the case where one is interested in the diagonal stability of the system under consideration. This problem arises naturally when studying large-scale interconnected systems subject to random perturbations, as one is often interested in using diagonal or block-diagonal Lyapunov functions for such plants. The main result of the paper is the characterization of the diagonal stochastic stability radius, which is similar to the mentioned result for non-diagonal stability.

Original languageEnglish (US)
Title of host publication2010 49th IEEE Conference on Decision and Control, CDC 2010
Pages3188-3193
Number of pages6
DOIs
StatePublished - 2010
Event2010 49th IEEE Conference on Decision and Control, CDC 2010 - Atlanta, GA, United States
Duration: Dec 15 2010Dec 17 2010

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other2010 49th IEEE Conference on Decision and Control, CDC 2010
CountryUnited States
CityAtlanta, GA
Period12/15/1012/17/10

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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