| dc.contributor.author | Slotine, Jean-Jacques E. | |
| dc.contributor.author | Pham, Quang-Cuong | |
| dc.contributor.author | Tabareau, Nicolas | |
| dc.date.accessioned | 2010-04-29T15:46:08Z | |
| dc.date.available | 2010-04-29T15:46:08Z | |
| dc.date.issued | 2009-04 | |
| dc.date.submitted | 2008-10 | |
| dc.identifier.issn | 0018-9286 | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/54684 | |
| dc.description.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. | en |
| dc.description.sponsorship | Neurobotics (FP6-IST-001917) | en |
| dc.description.sponsorship | European Community Projects BACS (FP6-IST-027140) | en |
| dc.language.iso | en_US | |
| dc.publisher | Institute of Electrical and Electronics Engineers | en |
| dc.relation.isversionof | http://dx.doi.org/10.1109/TAC.2008.2009619 | en |
| dc.rights | 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. | en |
| dc.source | IEEE | en |
| dc.subject | stochastic stability | en |
| dc.subject | nonlinear contraction theory | en |
| dc.subject | Incremental stability | en |
| dc.title | A contraction theory approach to stochastic incremental stability | en |
| dc.type | Article | en |
| dc.identifier.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 | en |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Mechanical Engineering | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Nonlinear Systems Laboratory | en_US |
| dc.contributor.approver | Slotine, Jean-Jacques E. | |
| dc.contributor.mitauthor | Slotine, Jean-Jacques E. | |
| dc.relation.journal | IEEE Transactions on Automatic Control | en |
| dc.eprint.version | Final published version | en |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | en |
| eprint.status | http://purl.org/eprint/status/PeerReviewed | en |
| dspace.orderedauthors | Quang-Cuong Pham; Tabareau, N.; Slotine, J.-J. | en |
| dc.identifier.orcid | https://orcid.org/0000-0002-7161-7812 | |
| mit.license | PUBLISHER_POLICY | en |
| mit.metadata.status | Complete | |
