International Journal of Control, Vol.92, No.9, 2194-2200, 2019
Fixed-time stability theorem of stochastic nonlinear systems
To solve the fixed-time stability problem for stochastic systems, which has not been investigated due to the difficulty caused by the existence of stochastic, the fixed-time stability is investigated for stochastic nonlinear systems described by the It differential equation in this note. The main contributions exist in: (1) A new concept, fixed-time stable in probability, is proposed, and the detailed definition is given. (2) A criterion theorem is proposed to judge the fixed-time stable in probability, in addition, several corollaries are given for proving the fixed-time stability in probability for stochastic nonlinear systems. Two simulation examples are given to verify the proposed theoretical results in this paper.
Keywords:fixed-time stability;stochastic nonlinear systems;infinitesimal generator;stochastic settling time function;Lyapunov function