Conditions for local almost sure asymptotic stability |
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Affiliation: | 1. School of Mathematics, Shandong University, Jinan 250100, China;2. School of Control Science and Engineering, Shandong University, Jinan 250061, China |
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Abstract: | In this paper, we investigate local asymptotic stability ensured by the addition of Gaussian white noise into dynamical systems. There are different stability notions for stochastic systems, such as asymptotic stability in probability (ASiP) and uniform almost sure asymptotic stability (UASAS). The local ASiP property is incapable of ensuring that sample paths converge to the origin with probability one, whereas the local UASAS property is capable of it. However, in general, the local UASAS property requires tight conditions. Here, we provide our notion of local almost sure asymptotic stability (local ASAS) to relax the conditions with both almost sure convergence of sample paths to the origin and the existence of bounded (weak) invariant sets. We find that the addition of Gaussian white noise always prevents the origin from being locally UASAS as long as we consider smooth Lyapunov functions; however, it is possible to make the origin locally ASAS. The result is confirmed by a simple example of elimination of unstable equilibria by deliberately adding Gaussian white noise. |
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Keywords: | Stochastic Lyapunov function Almost sure asymptotic stability Weak invariant set Stabilization by noise |
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