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• W3138696959 abstract "We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by additive noise of two types: compound Poisson shot noise and bounded-measure Levy noise. For each type, we show that trajectories of the system with distinct initial conditions and noise sample paths exponentially converge towards a bounded error ball of each other in the expected mean-squared sense under certain boundedness assumptions. The practical utilities of this study include the model-based design of stochastic controllers/observers that are able to handle a much broader class of noise than Gaussian white. We demonstrate our results using three case studies." @default.
• W3138696959 created "2021-03-29" @default.
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• W3138696959 date "2021-03-24" @default.
• W3138696959 modified "2023-09-27" @default.
• W3138696959 title "Incremental Nonlinear Stability Analysis for Stochastic Systems Perturbed by Lévy Noise." @default.
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• W3138696959 hasPublicationYear "2021" @default.
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