Stability of uncertain systems

Abstract

The asymptotic properties of feedback systems are discussed, containing uncertain parameters and subjected to stochastic perturbations. The approach is functional analytic in flavor and thereby avoids the use of Markov techniques and auxiliary Lyapunov functionals characteristic of the existing work in this area. The results are given for the probability distributions of the accessible signals in the system and are proved using the Prohorov theory of the convergence of measures. For general nonlinear systems, a result similar to the small loop-gain theorem of deterministic stability theory is given. Boundedness is a property of the induced distributions of the signals and not the usual notion of boundedness in norm. For the special class of feedback systems formed by the cascade of a white noise, a sector nonlinearity and convolution operator conditions are given to insure the total boundedness of the overall feedback system.