Stability analysis for stochastic hybrid systems: A survey

Antonino Sferlazza, Anantharaman Subbaraman, Andrew R. Teel

Risultato della ricerca: Article

107 Citazioni (Scopus)

Abstract

This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical systems that combine continuous change and instantaneous change and that also include random effects. We re-emphasize the common features found in most of the models that have appeared in the literature, which include stochastic switched systems, Markov jump systems, impulsive stochastic systems, switching diffusions, stochastic impulsive systems driven by renewal processes, diffusions driven by Lévy processes, piecewise-deterministic Markov processes, general stochastic hybrid systems, and stochastic hybrid inclusions. Then we review many of the stability concepts that have been studied, including Lyapunov stability, Lagrange stability, asymptotic stability, and recurrence. Next, we detail Lyapunov-based sufficient conditions for these properties, and additional relaxations of Lyapunov conditions. Many other aspects of stability theory for SHS, like converse Lyapunov theorems and robustness theory, are not fully developed; hence, we also formulate some open problems to serve as a partial roadmap for the development of the underdeveloped pieces.
Lingua originaleEnglish
pagine (da-a)2435-2456
Numero di pagine22
RivistaAutomatica
Volume50
Stato di pubblicazionePublished - 2014

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Hybrid systems
Stochastic systems
Asymptotic stability
Markov processes
Dynamical systems

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Cita questo

Sferlazza, A., Subbaraman, A., & Teel, A. R. (2014). Stability analysis for stochastic hybrid systems: A survey. Automatica, 50, 2435-2456.

Stability analysis for stochastic hybrid systems: A survey. / Sferlazza, Antonino; Subbaraman, Anantharaman; Teel, Andrew R.

In: Automatica, Vol. 50, 2014, pag. 2435-2456.

Risultato della ricerca: Article

Sferlazza, A, Subbaraman, A & Teel, AR 2014, 'Stability analysis for stochastic hybrid systems: A survey', Automatica, vol. 50, pagg. 2435-2456.
Sferlazza, Antonino ; Subbaraman, Anantharaman ; Teel, Andrew R. / Stability analysis for stochastic hybrid systems: A survey. In: Automatica. 2014 ; Vol. 50. pagg. 2435-2456.
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