Stochastic Impulsive Systems Driven by Renewal Processes

@inproceedings{Hespanha2005StochasticIS,
  title={Stochastic Impulsive Systems Driven by Renewal Processes},
  author={Jo{\~a}o Pedro Hespanha and Andrew R. Teel},
  year={2005}
}
Abstract— Stochastic impulsive systems are defined by a diffusion process with jumps triggered by a renewal process, i.e., the intervals between jumps are independent and identically distributed. We construct a model for such systems based on jump-diffusion equations and provide Lyapunov-based conditions that guarantee their mean-square stability. As an application, we show that stochastic impulsive systems can be used to model networked control systems with stochastic inter-sampling times and… CONTINUE READING
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