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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.
https://hal.inria.fr/inria-00466264
Contributor : Nicolas Tabareau <>
Submitted on : Tuesday, March 23, 2010 - 11:43:20 AM
Last modification on : Wednesday, September 23, 2020 - 4:33:04 AM
Contributor : Nicolas Tabareau <>
Submitted on : Tuesday, March 23, 2010 - 11:43:20 AM
Last modification on : Wednesday, September 23, 2020 - 4:33:04 AM
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