论文标题
随机过程与控制系统的应用
Moment stability of stochastic processes with applications to control systems
论文作者
论文摘要
我们建立了新的条件，以在离散时间随机过程的时刻获得均匀的界限。我们的结果需要薄弱的负面漂移标准，以及对过程中一步跳跃大小的状态依赖性限制。结果的状态依赖性特征使其适合大量的乘法噪声过程。在马尔可夫财产的额外假设下，也已证明了关于终身制的新结果。迭代系统，控制系统和其他具有状态依赖性乘法噪声的动态系统有多种应用，我们包括说明性示例以证明结果的适用性。
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps of the processes. The state-dependent feature of the results make them suitable for a large class of multiplicative-noise processes. Under the additional assumption of Markovian property, new result on ergodicity has also been proved. There are several applications to iterative systems, control systems, and other dynamical systems with state-dependent multiplicative noise, and we include illustrative examples to demonstrate applicability of our results.
