【摘 要】
：
Dear editor,rnThis study researches the pth moment exponential stability of general discrete-time nonlinear stochastic system xk+1=Fk(xk,ωk),Fk(0,?)≡ 0.(1)Since Lyapunov initiated his stability theory,stability anal-ysis has been one of the most important
【机 构】
：
School of Automation Science and Engineering,South China University of Technology,Guangzhou 510640,C
论文部分内容阅读
Dear editor,rnThis study researches the pth moment exponential stability of general discrete-time nonlinear stochastic system xk+1=Fk(xk,ωk),Fk(0,?)≡ 0.(1)Since Lyapunov initiated his stability theory,stability anal-ysis has been one of the most important research topics in mathematics and modern control theory.Up to now,apart from the study of the stability of ordinary differential equations(ODEs),stochastic stability has also been exten-sively investigated[1-5].The monographs[1,2]were about stochastic stability of continuous-time It? systems;however,there are few studies on the stability of stochastic differ-ence equation(1).In particular,it seems that there has been no systematic monograph on stability of stochastic dif-ference equations corresponding to continuous-time It? sys-tems.Difference systems become more and more important at present.Firstly,because it is almost impossible to ob-tain the analytical solution of continuous-time stochastic It? equations,one has to search for numerical solutions,which is in fact a discretization process.Secondly,discrete-time sys-tems are ideal models in engineering modeling[6].Hence,it is very valuable to study the stability of stochastic difference equation(1).Below,we review the newly development in stochastic stability of difference systems.
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