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1 results

  • Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching

  • Zhenting Hou, Hailing Dong, Peng Shi
  • Journal:
    The ANZIAM Journal / Volume 49 / Issue 2 / October 2007
    Published online by Cambridge University Press:
    17 February 2009, pp. 231-241
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  • In this paper, finite phase semi-Markov processes are introduced. By introducing variables and a simple transformation, every finite phase semi-Markov process can be transformed to a finite Markov chain which is called its associated Markov chain. A consequence of this is that every phase semi-Markovian switching system may be equivalently expressed as its associated Markovian switching system. Existing results for Markovian switching systems may then be applied to analyze phase semi-Markovian switching systems. In the following, we obtain asymptotic stability for the distribution of nonlinear stochastic systems with semi-Markovian switching. The results can also be extended to general semi-Markovian switching systems. Finally, an example is given to illustrate the feasibility and effectiveness of the theoretical results obtained.