Stochastic Stability of Markovianly Switched Systems

@article{Leth2013StochasticSO,
  title={Stochastic Stability of Markovianly Switched Systems},
  author={John Leth and Henrik Schi\oler and Mehdi Gholami and Vincent Cocquempot},
  journal={IEEE Transactions on Automatic Control},
  year={2013},
  volume={58},
  pages={2048-2054}
}
This technical note examines the stochastic stability of noisy dynamics in discrete and continuous time. The notion of moment stability in the wide sense (MSWS) is presented as a generalization of ϵ-moment stability. MSWS is intentionally not based on stochastic convergence properties, since in most practically appearing systems convergence to any equilibrium is not present. A sufficient criterion for both MSWS and ergodicity is presented for a class of systems comprising a finite set of noisy… CONTINUE READING

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