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Almost Sure Practical Exponential Stability of Nonlinear Disturbed Stochastic Systems with Guaranteed Decay Rate
Author(s) -
Barbata Asma,
Zasadzinski Michel,
Chatbouri Ridha,
Souley Ali Harouna,
Messaoud Hassani
Publication year - 2017
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.1472
Subject(s) - multiplicative function , exponential stability , nonlinear system , mathematics , exponential function , exponential decay , exponential growth , stochastic differential equation , multiplicative noise , control theory (sociology) , stability (learning theory) , mathematical analysis , computer science , physics , control (management) , quantum mechanics , artificial intelligence , machine learning , nuclear physics , signal transfer function , digital signal processing , analog signal , computer hardware
In this paper, we consider nonlinear stochastic differential equations driven by multiplicative noises and affected by exogenous disturbances. Sufficient conditions are investigated for almost sure practical exponential stability of the non trivial solutions of these equations. A lower bound of the decay rate of these solutions is guaranteed.