Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/83142
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Type: Journal article
Title: Theory of stochastic dissipative systems
Author: Wu, Z.
Cui, M.
Xie, X.
Shi, P.
Citation: IEEE Transactions on Automatic Control, 2011; 56(7):1650-1655
Publisher: IEEE-Inst Electrical Electronics Engineers Inc
Issue Date: 2011
ISSN: 0018-9286
1558-2523
Statement of
Responsibility: 
Zhaojing Wu, Mingyue Cui, Xuejun Xie, and Peng Shi
Abstract: By introducing the escape time, a new definition of the dissipativity is introduced under some assumptions that are very reasonable for most physical models. Based on this definition, criteria on the existence and the stability of the solution are presented, which can be seen as the extension of Lyapunov method to the non-smooth case. The dissipativity is applied to cascaded nonlinear stochastic systems and interconnected systems to display the superiority of the new framework, which shows that there is no need to calculate the first exit time and the escape time.
Rights: © 2011 IEEE
DOI: 10.1109/TAC.2011.2121370
Published version: http://dx.doi.org/10.1109/tac.2011.2121370
Appears in Collections:Aurora harvest 4
Electrical and Electronic Engineering publications

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