Abstract
A diffusion process on a multi-dimensional cylinder is developed that can be used to study stochastic processes defining states in physical systems having angular measurements. Stochastic Liapunov functions and supermartingales are used to investigate asymptotic stability and related properties of the process. A model for a satellite under the influence of aerodynamic and gravitational torques is developed as a canonical diffusion process on a cylinder; the atmospheric density uncertainty introduces the randomness into the system. Stochastic stability of this system, along with general pendulum systems, is investigated.
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