, Volume 24, Issue 1, pp 141-156
Date: 13 Mar 2008

A notion of stochastic input-to-state stability and its application to stability of cascaded stochastic nonlinear systems

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Abstract

In this paper, the property of practical input-to-state stability and its application to stability of cascaded nonlinear systems are investigated in the stochastic framework. Firstly, the notion of (practical) stochastic input-to-state stability with respect to a stochastic input is introduced, and then by the method of changing supply functions, (a) an (practical) SISS-Lyapunov function for the overall system is obtained from the corresponding Lyapunov functions for cascaded (practical) SISS subsystems.

Supported by the National Natural Science Foundation of China (No.60221301, No.60428304).