Abstract
The stability of a nonlinear stochastic dynamic system with singular perturbations is considered. Based on the notion of stochastic input-to-state stability and using time scale decomposition, a result of the “total stability" type is obtained, i.e. if the fast subsystem and the slow subsystem are both input-to-state stable with respect to disturbances, then this property continues to hold for the full-order system as long as the singular perturbation parameter is sufficiently small and a stochastic small gain condition is satisfied. The result is general in that it holds for a broad class of disturbances, and resembles similar results for deterministic systems.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 399-404 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 1 |
| DOIs | |
| State | Published - 2001 |
Keywords
- Input-to-state stability
- Singular perturbations
- Stochastic systems
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization