THE MEAN-SQUARE EXPONENTIAL STABILITY AND INSTABILITY OF STOCHASTIC NONHOLONOMIC SYSTEMS
Shang Mei (尚玫)a, Guo Yong-xin (郭永新)b
a Department of Applied Mechanics, Beijing Institute of Technology, Beijing 100081, China; b Department of Physics, Liaoning University, Shenyang 110036, China
Abstract We present a new methodology for studying the mean-square exponential stability and instability of nonlinear nonholonomic systems under disturbance of Gaussian white-noise by the first approximation. Firstly, we give the linearized equations of nonlinear nonholonomic stochastic systems; then we construct a proper stochastic Lyapunov function to investigate the mean-square exponential stability and instability of the linearized systems, and thus determine the stability and instability in probability of corresponding competing systems. An example is given to illustrate the application procedures.
Received: 27 October 2000
Revised: 15 February 2001
Accepted manuscript online:
Fund: Project supported by the Natural Science Foundation of Liaoning Province of China (Grant No. 002083) and by the Science Research Foundation of Liaoning Education Commission of China (Grant Nos. 990111004, 20021004).
Cite this article:
Shang Mei (尚玫), Guo Yong-xin (郭永新) THE MEAN-SQUARE EXPONENTIAL STABILITY AND INSTABILITY OF STOCHASTIC NONHOLONOMIC SYSTEMS 2001 Chinese Physics 10 480
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