Abstract
The probabilistic stability of the perturbed motion of a system with parameters under the action of a general Markov process is studied. The phase vector is assumed to experience random jumps when the structure the system suffers random jumps. Such a situation is encountered, for example, in the motion of a solid with random jumps in its mass. The mean-square stability of random-structure linear systems and stability of nonlinear systems in the first approximation are studied. The applied approach is helpful in studying the asymptotic probabilistic stability and mean-square exponential stability of stochastic systems through the stability of the respective deterministic systems.
Similar content being viewed by others
REFERENCES
Kats, I.Ya. and Krasovskii, N.N., Stability of Random-Parameter Systems, Prikl.Mat.Mekh., 1960, vol. 24, issue 5, pp. 809–823.
Kats, I.Ya., Stability of Motion of Stochastic Systems with Discontinuous Phase Trajectories: A Qualitative Theory, Diff.Uravn., 1988, vol. 7, pp. 30–36.
Kats, I.Ya., Metod funktsii Lyapunova v zadachakh ustoichivosti i stabilizatsii sistem sluchainoi struktury (The Lyapunov Function Method in Stability Problems and Stabilization of Random-Structure Systems), Yekaterinburg: Ural. Gos. Univ. Putei Soobshch., 1998.
Malikov, A.I., Stability of Variable-Structure Logical Dynamic Control Systems, Izv.Ross.Akad.Nauk, Teor.Sist.Upravlen., 1996, no. 2, pp. 5–12.
Pakshin, P.V., Robust Stability and Control in the Class of Discrete Systems with Random Variations of Parameters and Structure, Izv.Ross.Akad.Nauk, Teor.Sist.Upravlen., 1996, no. 2, pp. 91–97.
Gikhman, I.I. and Skorokhod, A.V., Teoriya sluchainykh protsessov (Theory of Random Processes), Moscow: Nauka, 1975.
Kolmanovskii, V.B. and Nosov, V.R., Ustoichivost' i periodicheskie rezhimy reguliruemykh sistem s posledeistviem (Stability and Periodic States of Hereditary Control Systems), Moscow: Nauka, 1981.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Zav'yalova, T.V., Kats, I.Y. & Timofeeva, G.A. Stochastic Systems with a Random Jump in Phase Trajectory: Stability of Their Motion. Automation and Remote Control 63, 1070–1079 (2002). https://doi.org/10.1023/A:1016102730151
Issue Date:
DOI: https://doi.org/10.1023/A:1016102730151