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arXiv · 1304.0340

Stochastic Contraction in Riemannian Metrics

Quang-Cuong Pham·Jean-Jacques Slotine
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Abstract

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic contraction results and sharp associated performance bounds have been established only in the specialized context of state-independent metrics, which restricts their applicability. This paper extends stochastic contraction analysis to the case of general time- and state-dependent Riemannian metrics, in both discrete-time and continuous-time settings, thus extending its applicability to a significantly wider range of nonlinear stochastic dynamics.

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BibTeXRIS

Quang-Cuong Pham, Jean-Jacques Slotine. 2013-04-01. Stochastic Contraction in Riemannian Metrics. https://arxiv.org/abs/1304.0340

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