Lyapunov functions and global frequency domain stability criteria for a class of stochastic feedback systems
This paper deals with the stability of a particular class of stochastic systems; feedback systems are considered which have a feedback gain with a deterministic gain which may be nonlinear and/or time-varying and a stochastic component which is white noise. Lyapunov functions are constructed and criteria for global stability are derived similar to the results available for related deterministic feedback systems, such as the Routh-Hurwitz criterion, the Popov criterion, and the circle criteria.
KeywordsLyapunov Function Feedback Gain Null Solution Quadratic Lyapunov Function Circle Criterion
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