IEEE Transactions on Automatic Control, Vol.46, No.6, 938-943, 2001
Moment stability of discontinuous stochastic dynamical systems
In this note, we establish new Lyapunov and Lagrange stability results in the pth mean for a class of discontinuous stochastic dynamical systems. We apply these results in the qualitative analysis of a class of digital feedback control systems that are subjected to multiplicative and additive disturbances in the plants. The present results constitute natural extensions of our earlier results for discontinuous deterministic dynamical systems.
Keywords:boundedness in the pth mean;discontinuous;moment stability;stability in the pth mean;stochastic dynamical systems