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Spectral Criterion for Stability of Mean-Field Stochastic Periodic Systems

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Proceedings of 2020 Chinese Intelligent Systems Conference (CISC 2020)

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Abstract

This paper addresses the problems of stability and stabilizability for discrete-time mean-field stochastic systems with periodic coefficients. In terms of an orthogonal decomposition of system state, a monodromy operator is introduced for the considered dynamics. Based on the spectral distribution of monodromy operator, operator-spectral criteria are presented for asymptotic stability and weak stability, respectively. Further, by a group of coupled difference linear matrix inequalities (LMIs), Lyapunov-type stability criteria are derived for mean-field stochastic periodic systems. In addition, sufficient conditions are also obtained for both asymptotic stabilizability and regional stabilizability in terms of difference LMIs.

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Acknowledgement

This work was supported by the Natural Science Foundation of Shandong Province (ZR2016FM16), the SDUST Research Fund (No. 2015TDJH105), and Jing-Ying Project of Shandong University of Science and Technology.

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Correspondence to Hongji Ma .

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Cui, Y., Ma, H. (2021). Spectral Criterion for Stability of Mean-Field Stochastic Periodic Systems. In: Jia, Y., Zhang, W., Fu, Y. (eds) Proceedings of 2020 Chinese Intelligent Systems Conference. CISC 2020. Lecture Notes in Electrical Engineering, vol 706. Springer, Singapore. https://doi.org/10.1007/978-981-15-8458-9_60

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