A contraction theory approach to stochastic incremental stability

Abstract : We investigate the incremental stability properties of Itô stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two trajectories of a stochastically contracting system. This bound can be expressed as a function of the noise intensity and the contraction rate of the noise-free system. We illustrate these results in the contexts of stochastic nonlinear observers design and stochastic synchronization.
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IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2009, 54 (4), pp.816--820. 〈10.1109/TAC.2008.2009619〉
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https://hal.inria.fr/inria-00466264
Contributeur : Nicolas Tabareau <>
Soumis le : mardi 23 mars 2010 - 11:43:20
Dernière modification le : jeudi 11 janvier 2018 - 06:20:34

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Quang-Cuong Pham, Nicolas Tabareau, Jean-Jacques Slotine. A contraction theory approach to stochastic incremental stability. IEEE Transactions on Automatic Control, Institute of Electrical and Electronics Engineers, 2009, 54 (4), pp.816--820. 〈10.1109/TAC.2008.2009619〉. 〈inria-00466264〉

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