IEEE Transactions on Automatic Control, Vol.61, No.11, 3477-3492, 2016
Recurrence Principles and Their Application to Stability Theory for a Class of Stochastic Hybrid Systems
In this paper, we establish results similar in nature to the invariance principle for a class of stochastic hybrid systems modeled by set-valued mappings. In particular, we characterize the set to which bounded random solutions converge in terms of a new concept called weak total recurrence. A refinement of the result under the existence of a non-increasing on average Lyapunov-like function is also established. A comparison between weak total recurrence and the frequently studied invariance concepts are presented. Finally, application of the main results to establish weak sufficient conditions for certifying stochastic stability properties like uniform global asymptotic stability in probability for compact sets and uniform global recurrence for open, bounded sets are discussed.
Keywords:Invariance principle;recurrence;recurrence principle;stochastic hybrid systems;uniform global asymptotic stability in probability