期刊
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
卷 54, 期 4, 页码 816-820出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2008.2009619
关键词
Incremental stability; nonlinear contraction theory; stochastic stability
资金
- European Community [FP6-IST-027140, FP6-IST-001917]
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.
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