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Exponential stability of singularly perturbed stochastic systems

机译:奇摄动随机系统的指数稳定性

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摘要

The sufficient conditions of exponential stability of singularly perturbed, nonlinear stochastic systems are established. The excitations are assumed to be parametric white noises. In this case, the objective is to analyze the full-order system in their lower order subsystems, i.e., the reduced-order system and the boundary-layer system, and in terms of their interconnecting structure and the perturbation parameter varepsilon. The exponential bounds depend on the moments of norms of trajectories given for the "slow" and "fast" components of the full-order system. The estimation of the rate of convergence of the full-order system is also shown.
机译:建立了奇摄动非线性随机系统指数稳定性的充分条件。假定激励为参数白噪声。在这种情况下,目的是分析其低阶子系统中的全阶系统,即降阶系统和边界层系统,并分析它们的互连结构和摄动参数varespsilon。指数范围取决于为全阶系统的“慢”和“快”分量给出的轨迹的矩矩。还显示了对全阶系统收敛速度的估计。

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