About stability of difference equations with square summable level of stochastic perturbations

Abstract

This article continues stability investigation of systems with fading stochastic perturbations. In recent results for systems with the continuous time, it was shown that if stochastic perturbations fade on the infinity quickly enough then asymptotically stable deterministic system remains to be an asymptotically mean square stable independently of the magnitude of the intensity maximum of these stochastic perturbations. Here similar statements are obtained for systems with the discrete time by the condition that the level of stochastic perturbations is given by a square summable sequence. Besides the unsolved problem is proposed: is it possible to get analogous results with not so quickly fading stochastic perturbations. This problem is an open problem and for systems with the continuous time too.

Keywords:

• Difference equations
• fading stochastic perturbations
• asymptotic mean square stability
• mean square summability
• Lyapunov functionals
• linear matrix inequality (LMI)

2010 Mathematics Subject Classifications:

• 39A50
• 39A30

Disclosure statement

No potential conflict of interest was reported by the author(s).