Notions of exponential robust stochastic stability,ISS and their Lyapunov characterizations

Concepts of exponential global robust stability for stochastic control systems are analysed in terms of Lyapunov functions. The main result of the paper constitutes a generalization of a converse stability theorem due to Khasminskii for stochastic differential equations and establishes that, under certain hypotheses, the origin is robustly exponentially stable in the rth mean, if and only if the system admits a Lyapunov function which is smooth except possibly at the origin. The main result concerning robust asymptotic stability enable us to derive a Lyapunov‐like characterization for the concept of stochastic input‐to‐state stability (ISS). Copyright © 2003 John Wiley & Sons, Ltd.     

Stabilization of Nonlinear Systems with Filtered Lyapunov Functions and Feedback Passivation

In this paper a generalized class of filtered Lyapunov functions is introduced, which are Lyapunov functions with time‐varying parameters satisfying certain differential equations. Filtered Lyapunov functions have the same stability properties as Lyapunov functions. Tools are given for designing composite filtered Lyapunov functions for cascaded systems. These functions are used to design globally stabilizing dynamic feedback laws for block‐feedforward systems with stabilizable linear approximation.     

New-type stability theorem for stochastic functional differential equations with application to SFDSs with distributed delays

In this paper, a new-type stability theorem for stochastic functional differential equations (SFDEs) is established, which is not a direct copy of the basic stability theorem for deterministic functional differential equations (DFDEs). By the new-type stability theorem, one can use the most simple Lyapunov functions and employ the equations repeatedly to deal with the delayed terms encountered conveniently and to carry out stability criteria for the equations. Based on the theorem, a practical stability theorem in accordance with the Lyapunov function method is also established, and then the asymptotic stability of SFDEs with distributed delays in the diffusive terms is investigated and a stability criterion for SFDSs is obtained, which is described by algebraic matrix equations. Finally, an example is given to illustrate the effectiveness of our method and results.     

p-th moment exponential stability of stochastic differential equations with impulse effect

The p-th moment exponential stability of stochastic differential equations with impulse effect is addressed.By employing the method of vector Lyapunov functions,some sufficient conditions for the p-th moment exponential stability are established.In addition,the usual restriction of the growth rate of Lyapunov function is replaced by the condition of the drift and diffusion coefficients to study the p-th moment exponential stability.Several examples are also discussed to illustrate the effectiremess of the r...     

Stability and control of nonlinear systems described by retarded functional equations: a review of recent results

This paper reports on recent results in a series of the work of the authors on the stability and nonlinear control for general dynamical systems described by retarded functional differential and difference equations. Both internal and external stability properties are studied. The corresponding Lyapunov and Razuminkhin characterizations for input-to-state and input-to-output stabilities are proposed. Necessary and sufficient Lyapunov-like conditions are derived for robust nonlinear stabilization. In particular, an explicit controller design procedure is developed for a new class of nonlinear time-delay systems. Lastly, sufficient assumptions, including a small-gain condition, are presented for guaranteeing the input-to-output stability of coupled systems comprised of retarded functional differential and difference equations.     

Diagonal stability of a class of cyclic systems and its connection with the secant criterion

We consider a class of systems with a cyclic interconnection structure that arises, among other examples, in dynamic models for certain biochemical reactions. We first show that a “secant” criterion for local stability, derived earlier in the literature, is in fact a necessary and sufficient condition for diagonal stability of the corresponding class of matrices. We then revisit a recent generalization of this criterion to output strictly passive systems, and recover the same stability condition using our diagonal stability result as a tool for constructing a Lyapunov function. Using this procedure for Lyapunov construction we exhibit classes of cyclic systems with sector nonlinearities and characterize their global stability properties.     

Non-conservative matrix inequality conditions for stability/stabilizability of linear differential inclusions

This paper shows that the matrix inequality conditions for stability/stabilizability of linear differential inclusions derived from two classes of composite quadratic functions are not conservative. It is established that the existing stability/stabilizability conditions by means of polyhedral functions and based on matrix equalities are equivalent to the matrix inequality conditions. This implies that the composite quadratic functions are universal for robust, possibly constrained, stabilization problems of linear differential inclusions. In particular, a linear differential inclusion is stable (stabilizable with/without constraints) iff it admits a Lyapunov (control Lyapunov) function in these classes. Examples demonstrate that the polyhedral functions can be much more complex than the composite quadratic functions, to confirm the stability/stabilizability of the same system.     

Asymptotic Lyapunov stability with probability one of quasi-integrable Hamiltonian systems with delayed feedback control

The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom (MDOF) quasi-integrable and nonresonant Hamiltonian systems with time-delayed feedback control subject to multiplicative (parametric) excitation of Gaussian white noise is studied. First, the time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi-integrable and nonresonant Hamiltonian system. Then, the averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems and the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the above mentioned procedure and its validity and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of the system.     

Theory and application of stability for stochastic reaction diffusion systems

So far, the Lyapunov direct method is still the most effective technique in the study of stability for ordinary differential equations and stochastic differential equations. Due to the shortage of the corresponding It6 formula, this useful method has not been popularized in stochastic partial differential equations. The aim of this work is to try to extend the Lyapunov direct method to the It6 stochastic reaction diffusion systems and to establish the corresponding Lyapunov stability theory, including stability in probablity, asymptotic stability in probablity, and exponential stability in mean square. As the application of the obtained theorems, this paper addresses the stability of the Hopfield neural network and points out that the main results ob- tained by Holden Helge and Liao Xiaoxin et al. can be all regarded as the corollaries of the theorems presented in this paper.     

Direct and converse Lyapunov theorems for functional difference systems

New Lyapunov criteria for asymptotic stability and input-to-state stability of infinite dimensional systems described by functional difference equations are provided. Conditions in terms of both Lyapunov–Razumikhin functions defined on Euclidean spaces and of Lyapunov–Krasovskii functionals defined on infinite dimensional spaces are found. For the case of Lyapunov–Krasovskii functionals, necessary and sufficient conditions are provided for the asymptotic stability, in both the local and the global case, and for the input-to-state stability. This is the first time in the literature that converse Lyapunov theorems are provided for the class of nonlinear systems here studied.     

采用多Lyapunov函数的混杂系统稳定性研究

针对一类由离散事件监控的连续动态子系统组成的混杂动态系统, 首先分析利用多Lyapunov函数方法已有成果, 指出切换超平面为滑动模时, 利用这种方法不能确保混杂系统的稳定. 基于Filipov理论给出了能活稳定性结果. 对于混杂系统的连续动态子系统为线性时不变情况下, 研究了混杂系统二次镇定条件. 最后给出一个例子来说明本文方法.     

A new discrete-time robust stability condition

A new robust stability condition for uncertain discrete-time systems with convex polytopic uncertainty is given. It enables to check stability using parameter-dependent Lyapunov functions which are derived from LMI conditions. It is shown that this new condition provides better results than the classical quadratic stability. Besides the use of a parameter-dependent Lyapunov function, this condition exhibits a kind of decoupling between the Lyapunov and the system matrices which may be explored for control synthesis purposes. A numerical example illustrates the results.     

Lyapunov-based exact stability analysis and synthesis for linear single-parameter dependent systems

We propose a class of polynomially parameter-dependent quadratic (PPDQ) Lyapunov functions for assessing the stability of single-parameter-dependent linear, time-invariant, (s-PDLTI) systems in a non-conservative manner. It is shown that the stability of s-PDLTI systems is equivalent to the existence of a PPDQ Lyapunov function. A bound on the degree of the polynomial dependence of the Lyapunov function in the system parameter is given explicitly. The resulting stability conditions are expressed in terms of a set of matrix inequalities whose feasibility over a compact and connected set can be cast as a convex, finite-dimensional optimisation problem. Extensions of the approach to state-feedback controller synthesis are also provided.     

Stability of diffusion stochastic functional differential equations with Markov parameters

The paper justifies the second Lyapunov method for diffusion stochastic functional differential equations with Markov parameters, which generalize stochastic diffusion equations without aftereffect. Analogs of Lyapunov stability theorems, which generalize the results for systems with finite aftereffect, are proved. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 74–88, January–February 2008.     

Stability of continuous hybrid systems

The stationary state of a continuous hybrid system is analyzed for stability using the method of Lyapunov functions. Sufficient conditions of stability and instability are established. These conditions are constructive and can easily be calculated. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 123–128, March–April 2007.     

Further remarks on strict input-to-state stable Lyapunov functions for time-varying systems

We study the stability properties of a class of time-varying non-linear systems. We assume that non-strict input-to-state stable (ISS) Lyapunov functions for our systems are given and posit a mild persistency of excitation condition on our given Lyapunov functions which guarantee the existence of strict ISS Lyapunov functions for our systems. Next, we provide simple direct constructions of explicit strict ISS Lyapunov functions for our systems by applying an integral smoothing method. We illustrate our constructions using a tracking problem for a rotating rigid body.     

A converse Lyapunov theorem for discrete-time systems with disturbances

This paper presents a converse Lyapunov theorem for discrete-time systems with disturbances taking values in compact sets. Among several new stability results, it is shown that a smooth Lyapunov function exists for a family of time-varying discrete systems if these systems are robustly globally asymptotically stable.     

Passivity and stability of switched systems: A multiple storage function method

This paper presents a concept of passivity for switched systems using multiple storage functions. This passivity property is invariant under compatible feedback interconnection. Branicky's stability theorem of multiple Lyapunov functions is generalized by relaxing the non-increasing condition on values of Lyapunov-like functions. Using this result we show that a passive switched system is stable in the sense of Lyapunov. Moreover, asymptotic stability is reached if all subsystems are asymptotically detectable.     

Input-output-to-state stability for discrete-time systems

This paper presents Lyapunov characterizations of uniform output-to-state stability and uniform input-output-to-state stability (IOSS) (with respect to disturbances) for discrete-time (DT) nonlinear systems. We show the equivalence of the following three properties for DT systems: uniform IOSS, existence of a smooth Lyapunov function for uniform IOSS, and existence of a (state-)norm estimator. This equivalence result is a DT counterpart of Krichman et al. [2001. Input-output-to-state stability. SIAM Journal on Control and Optimization 39, 1874-1928. Theorem 2.4] and a generalization of Jiang and Wang [2002. A converse Lyapunov theorem for discrete-time systems with disturbances. Systems and Control Letters 45, 49-58. Theorem 1.1] and Jiand and Wang [2001. Input-to-state stability for discrete-time nonlinear systems. Automatica 37, 857-869. Theorem 1, 1⇔4].     

On the Lyapunov theorem for singular systems

In this paper, we revisit the Lyapunov theory for singular systems. There are basically two well-known generalized Lyapunov equations used to characterize stability for singular systems. We start with the Lyapunov theorem of the work by Lewis. We show that the Lyapunov equation of that theorem can lead to incorrect conclusion about stability. Some cases where that equation can be used are clarified. We also show that an attempt to correct that theorem with a generalized Lyapunov equation similar to the original one leads naturally to the generalized equation of Takaba et al.