Title
Exponential disturbance rejection with decay rate for stochastic systems
Abstract
This contribution deals with the study of the behavior of stochastic systems with multiplicative noise in presence of external disturbances. Sufficient conditions for exponential disturbance rejection are given. They are based on inequalities expressed in terms of Lyapunov functions. Via a bound of the exponential exponent of the solution, a given decay rate of the convergence of the solution is guaranteed.
Year
DOI
Venue
2013
10.1109/ACC.2013.6580682
American Control Conference
Keywords
Field
DocType
Lyapunov methods,stochastic systems,Lyapunov functions,decay rate,exponential disturbance rejection,external disturbances,multiplicative noise,solution convergence,stochastic systems,Almost sure exponential stability,Lyapunov exponent,decay rate,exponential disturbance rejection,stochastic differential equation
Convergence (routing),Lyapunov function,Lyapunov equation,Exponential function,Control theory,Exponential decay,Control engineering,Lyapunov redesign,Lyapunov exponent,Multiplicative noise,Mathematics
Conference
ISSN
ISBN
Citations 
0743-1619
978-1-4799-0177-7
0
PageRank 
References 
Authors
0.34
2
4
Name
Order
Citations
PageRank
Asma Barbata162.17
Michel Zasadzinski222646.40
Harouna Souley Ali3205.98
Hassani Messaoud44814.98