On delay-dependent stability for discrete nonlinear stochastic systems with state delay and Volterra diffusion term

A Rodkina,M Basin

doi:10.1109/acc.2006.1656450

On delay-dependent stability for discrete nonlinear stochastic systems with state delay and Volterra diffusion term

A Rodkina, M Basin

https://doi.org/10.1109/acc.2006.1656450

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Publication Date: Jan 1, 2006

Citations: 13

Affiliation: University of the West Indies, Universidad Autónoma de Nuevo León

#Discrete Nonlinear Stochastic Systems #Discrete Stochastic Systems + Show 8 more

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Abstract

Global asymptotic stability conditions for discrete nonlinear scalar stochastic systems with state delay and Volterra diffusion term are obtained based on the convergence theorem for semiMartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. The derived stability conditions are directly expressed in terms of the system coefficients. A nontrivial example of a nonlinear system satisfying the obtained stability conditions is given. The obtained results are compared to some previously known asymptotic stability conditions for discrete nonlinear stochastic systems

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