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Stability of Self-Adjusting Stochastic Dynamic Systems with Finite Aftereffect and Reference Model

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Abstract

The stability of self-adjusting stochastic automatic control systems with aftereffect is analyzed. The self-adjustment contour is synthesized using Lyapunov’s second method and the exponential p-stability in the large is proved for stochastic differential equations with aftereffect.

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Correspondence to I. V. Yurchenko.

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Translated from Kibernetika i Sistemnyi Analiz, No. 6, November–December, 2015, pp. 92–106.

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Yurchenko, I.V., Yasynskyy, V.K. Stability of Self-Adjusting Stochastic Dynamic Systems with Finite Aftereffect and Reference Model. Cybern Syst Anal 51, 915–928 (2015). https://doi.org/10.1007/s10559-015-9784-z

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