IEEE Transactions on Automatic Control, Vol.63, No.1, 255-261, 2018
Backstepping Design for Incremental Stability of Stochastic Hamiltonian Systems with Jumps
Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic control systems and provide its description in terms of existence of a notion of so-called incremental Lyapunov functions. Moreover, we provide a backstepping controller design scheme providing controllers along with corresponding incremental Lyapunov functions rendering a class of stochastic control systems, namely, stochastic Hamiltonian systems with jumps, incrementally stable. To illustrate the effectiveness of the proposed approach, we design a controller making a spring pendulum system in a noisy environment incrementally stable.
Keywords:Backstepping design;incremental Lyapunov functions;incremental stability;stochastic Hamiltonian systems