A contraction theory approach to stochastic incremental stability
Name
Pham-2009-A Contraction Theory.pdf
Size
216.64 KB
Format
Adobe PDF
Checksum (MD5)
3142d39acb32975c3a9cf8655133bf68
Author(s)
Slotine, Jean-Jacques E.
Pham, Quang-Cuong
Tabareau, Nicolas
Date Issued
April 2009
Journal
IEEE Transactions on Automatic Control
Publisher
Institute of Electrical and Electronics Engineers
Citation
Quang-Cuong Pham, N. Tabareau, and J.-J. Slotine. “A Contraction Theory Approach to Stochastic Incremental Stability.” Automatic Control, IEEE Transactions on 54.4 (2009): 816-820. © 2009 IEEE
Version
Final published version
Abstract
We investigate the incremental stability properties of Ito stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two trajectories of a stochastically contracting system. This bound can be expressed as a function of the noise intensity and the contraction rate of the noise-free system. We illustrate these results in the contexts of nonlinear observers design and stochastic synchronization.
Subjects
stochastic stability
nonlinear contraction theory
Incremental stability
MIT Department
Massachusetts Institute of Technology. Department of Mechanical Engineering
Massachusetts Institute of Technology. Nonlinear Systems Laboratory
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
http://dx.doi.org/10.1109/TAC.2008.2009619
