The paper introduces a unified criterion for pth moment input-to-state stability (p-ISS), pth moment integral input-to-state stability (p-iISS), and eσt-weighted pth moment integral input-to-state stability (eσt-p-ISS) of impulsive stochastic function differential system with Markovian switching under the perturbation of the stabilizing impulse and destabilizing impulse. The Lyapunov function approach, comparison principle, and impulsive average dwell-time method are applied in this paper. The linear coefficients of the upper bound of Lyapunov functional differential operators are time-varying functions, including the case of constants, which advances and improves the existing results. In addition, the same results were obtained by applying impulse differential inequality. At the end of this paper, we use a numerical example to verify the validity of the results.
Impulse effect is a common phenomenon in nature. In real life, due to some reasons, the movement of some objects is not completely continuous, and may be suddenly disturbed in a very short period of time, causing rapid changes in the trajectory of the movement and the emergence of new features, this is the impulse phenomenon. The effect of impulse in the system may maintain the stability of the system, or it may destroy the stability of the system. Therefore, we need to discuss the interference of the impulse to the system. There have been many results (Fu et al., 2019; Guo et al., 2020; Kao et al., 2015; Wu et al., 2013; Zhu, 2014) on the stability of impulsive stochastic differential systems (ISDSs) and impulsive stochastic functional differential systems (ISFDSs). In recent years, there have been many discussions about the ISS/iISS of ISFDS. For example, in Fu and Zhu (2018) and Wu et al. (2017), using the average dwell-time (ADT) condition of the impulse and the Lyapunov functional method, it is discussed that the ISS of the hybrid ISDS without considering the effect of time delay. In Peng and Deng (2017), although the ISS of ISFDS is discussed, it only considers the destabilizing impulsive effect of the system. In Wu et al. (2016), the ISS of ISFDS under stabilizing impulse and destabilizing impulse is analyzed, by changing the impulsive ADT condition, and it requires that the linear coefficients of the upper bound of the differential operator of the Lyapunov functional are constants, but there are many systems of the differential operator of the Lyapunov functional that cannot be defined by constants. Therefore, this requires weaker conditions that extend to time-varying coefficients. We discuss ISFDS with Markovian switching; Markovian switching is an important model in hybrid systems and it has received a lot of attention (Fu and Zhu, 2018; Gao and Wang, 2019; Kao et al., 2015; Li and Deng, 2018; Liu et al., 2011; Luo and Mao, 2007; Peng and Zhang, 2010; Ren and Xiong, 2019; Wang et al., 2013; Wu et al., 2013; Zhu, 2014). For example, in the infectious disease model, due to different seasons, the individual incidence of a disease will also be different. Therefore, as the season changes, the system needs to switch in different states. So, it is necessary to discuss that the ISS of ISFDS with Markovian switching.
The main contributions of this paper are as follows. (1) This paper requires the linear coefficients of the upper bound of the differential operator of the Lyapunov functional to be a time-varying function, which makes the satisfied assumption weaker than the conditions in Wu et al. (2016), and including the case that the upper bound are constants. (2) In this paper, ADT condition is used to give a unified criterion that the hybrid system is ISS and under the stabilizing impulse and destabilizing impulse. In Peng and Deng (2017), it only considers the destabilizing impulsive effect of ISFDS. Therefore, the results obtained in this paper are more general and the analysis is more comprehensive. (3) This paper discusses that ISFDS with Markovian switching is pth moment input-to-state stability (p-ISS), pth moment integral input-to-state stability (p-iISS), and eσt-weighted pth moment integral input-to-state stability (eσt-p-ISS), this is more detailed than the system considered in Fu and Zhu (2018), Peng and Deng (2017), and Wu et al. (2016, 2017). Moreover, the system we considered includes a variety of simple systems. (4) In this paper, applying the impulsive differential inequality without considering the ADT condition, another sufficient condition for the system to be ISS is obtained.
The paper is organized as follows. Section “Preliminaries” introduces some necessary symbols and definitions. Section “Main results” gives two main theorems of the hybrid system that is p-ISS, p-iISS, and eσt-p-ISS. Section “An example” gives a numerical example to show that the results are true. Section “Conclusion” summarizes the paper.
Preliminaries
In this paper, we introduce some notations. Let ,,, with , and represents the transposition of . In addition, for , denote function with the first variable is continuously once differentiable and the second variable is twice differentiable, , denote the set of all continuous function defined on with norm . denote the family of all bounded . , , satisfy , where denotes the expectation operator. Let represents a complete probability space with filtration satisfying the usual conditions. is an m-dimensional Brownian motion on . Let be a right continuous Markovian chain on with its values in , and its generator given by
where and , is the transition rate from to , . We assume that Markovian chain is independent of Brownian motion . Let is continuous and strictly increasing, for any ; for each fixed , and decreases to as for each fixed ; ; ; ; ; ; denotes the inverse of .
Consider the following hybrid ISFDS
where is the external input, is the impulsive input. , , , . The initial function , , and the impulse times satisfy , and . Let is continuous for , and , , exist, , and is continuous for , and exist, . We assume that , and satisfy the Lipchitz condition. So, system (1) has a unique solution , , , , . Then, system (1) has an initial solution .
Definition 1
System (1) is said to be:
p-ISS, if and , such that for every and input , the solution of equation (1) satisfies
p-iISS, if and , such that
eσt-p-ISS, if , and a constant , such that
Definition 2
For an impulsive sequence , let be the number of impulsive times of , if (Wu et al., 2016)
for , , then is called ADT and is called the elasticity number. The formula (5) is called the impulsive ADT condition.
Definition 3
The function , we define an operator for system (1) as follows (Fu and Zhu, 2018)
Let be a process satisfying SDE on the time interval [s,T], , be the random variable equal to the time at which the sample function of the process first leaves the bounded neighborhood , and let . Moreover, suppose that holds for . Then, the following equality holds for (Lemma 3.2 in Khasminskii, 2012)
Main results
The following uses Lyapunov function approach, the comparison principle, impulsive ADT condition, and impulsive differential inequality, we discuss the ISS for ISFDS with Markovian switching.
Theorem 1
Assume that there are functions , and and for any , is continuous for . Suppose there are functions , , , , and , , , , satisfies ADT condition, and there are constants such that
Then, the system (1) is p-ISS, p-iISS, and eσt-p-ISS, where . In addition, if , the ADT condition can be omitted.
Proof
Let denote the solution of equation (1), , , , , and for any and . By Ito’s differential formula, we have
Let and , then by Fubini’s theorem and Lemma 3.2 in Khasminskii (2012) we get
for any , let , we have
by the continuity of and definition of the above formula , we obtain
By , we have
First, we will prove that for
Consider the comparison differential equation, is a positive number
Solving the ordinary differential equation (8), the equation is solved as
Now, we prove that
Supposing equation (10) is not true, then there exists some such that . Let
Due to the continuity of , and , then for all , , and for all , is a sufficiently small positive number. Therefore, we get
In fact, by equation (10), for , equation (12) is true. We assume that equation (12) is true for , then it is sufficient to prove that for all formula (12) is also true. Due to for any , is continuous for , we have
where , , and . So, we get equation (2), then the system (1) is p-ISS.
Let , and are the positive numbers, by equation (23) and , we have
So, we get equation (4), then the system (1) is eσt-p-ISS, where .
In summary, we proof that the system (1) is p-ISS, p-iISS, and eσt-p-ISS, where . In addition, we can find that the ADT condition is redundant for . End of this proof.
Remark 1
The condition and in Theorem 1 indicates that if the system (1) without impulse, then it can be ISS, the function of the impulse at this time is to keep ISS of the system. When the impulse parameter , the impulsive signal of the system (1) is stabilizing, when , the impulsive signal is destabilizing. In both cases, we need conditions and to stabilize the system. In addition, only the case of is considered in Peng and Deng (2017). Therefore, we consider more comprehensively in this paper, and the uniform criterion that the system is ISS under different impulse disturbances is given.
Remark 2
In condition of Theorem 1, if there exist constants satisfy , , then we have
By , we just have to satisfy . This indicates if ISFDS with Markovian switching is ISS and the impulsive disturbance is destabilizing , then the system (1) is ISS with respect to a lower bound of .
Remark 3
If the input state of system (1) is 0, that is, , , then system (1) is pth moment asymptotically exponentially stable. In Fu and Zhu (2018), the paper discussed p-th moment globally asymptotic stable in probability and p-th moment stochastic input-to-state stable for SDEs with Markovian switching, the system does not consider time delay. However, we considered the ISFDS with Markovian switching, obviously the system we are considering is more detailed and more applicable.
Remark 4
The input state of the differential equation and the input state of the impulse in the system considered in this paper are different, which makes the system more general. The discussion in Wu et al. (2016) is only a special case of this paper, when the input state of the differential equation and the impulse input state are the same. In addition, we also consider Markovian switching in system, which is not considered in Peng and Deng (2017) and Wu et al. (2016).
Remark 5
Under conditions of Theorem 1, if , , are the two positive numbers, and , then by equations (20) and (25), we get the system (1) is pth moment exponentially stable, and the condition of can be omitted.
Remark 6
In system (1), if , the system has been analyzed in Wang et al. (2013), but when it discussed that the system is ISS, it required the linear coefficient of the upper bound of the Lyapunov functional derivative to be a negative constant. In the discussion of this paper, the sufficient conditions of Theorem 1 only require is a time-varying function, this includes the situation in Wang et al. (2013). The condition in Wang et al. (2013) is more strict and its applicability is relatively limited. Therefore, the applicability of this paper is more extensive.
Remark 7
Consider the system without Markovian switching in the system (1)
The system (27) is the same as the system discussed in Peng and Deng (2017). In Peng and Deng (2017), only the sufficient condition that the system is ISS under the influence of the destabilizing impulse is analyzed, and the situation when the impulse is a stable disturbance is ignored. In this paper, the unified criterion of ISS is given under the disturbance of stabilizing impulse or destabilizing impulse. In equation (27), Markovian switching is not considered. When there is no Markovian switching, the stability of the system may not be as good as that of the original system (1), this also shows that the Markovian switching can be make the system more stable.
Theorem 2
Assume that there are functions , and , and for any , is continuous for , and the first derivative of the function with respect to is continuous. , , , , and constants , , , , such that
Then, the system (1) is p-ISS, p-iISS, and eσt-p-ISS, where .
In the condition of Theorem 2, the linear coefficient of the upper bound of the Lyapunov function at the impulse point is required to be the sequence . When the sequence is always a constant, it happens to be the situation analyzed in the previous theorem; this generalizes the results of Theorem 1. In addition, by applying the conclusion of impulsive differential inequality, and are restricted in condition without considering the impulse ADT condition, indicating that the system (1) is ISS.
An example
Consider the following ISFDS with Markovian switching
where , is a Markovian chain takes values in with generator
Let , , , , ,
and
Let where and , , . . So, this obviously satisfies condition of Theorem 1. In addition
Let , . So, the condition of Theorem 1 holds. In addition
Let , then
So, the condition of Theorem 1 holds. We give the impulsive sequences Lu et al. (2010) as
where , and , . Let , and , this impulsive sequence is shown in Figure 1.
where , , and . So, the condition of Theorem 1 holds. From the above, all the conditions of Theorem 1 are satisfied, so the system (34) is p-ISS, p-iISS, and eσt-p-ISS, where . Figure 2 gives the trajectory of the state of system (34) with , it shows that system (34) is ISS when the system satisfies all the conditions of Theorem 1. Figure 3 shows the numerical simulation trajectory of state with impulsive disturbance of Figure 1 when there is no Markovian switching in the system (34) with . Figure 4 shows the numerical simulation trajectory of state with impulsive disturbance of Figure 1 when there is no Markovian switching in the system (34) with . When there is no Markovian switching in Figures 3 and Figure 4 and .
where , . So, the condition of Theorem 1 holds. From the above, all the conditions of Theorem 1 are satisfied, so the system (34) is p-ISS, p-iISS, and eσt-p-ISS, where . Figure 5 gives the trajectory of the state of system (34) with , it shows that system (34) is ISS when .
ISS for system (34) with .
In summary, under the conditions of stabilizing impulse and destabilizing impulse , the system can be ISS as long as condition is satisfied.
Conclusion
A unified criterion for ISS of ISFDS with Markovian switching under the perturbation of the stabilizing impulse and destabilizing impulse is considered, using Lyapunov function approach, comparison principle, and impulsive ADT method. The upper bound of the derivative of the Lyapunov function given in this paper is a time-varying function, which advances and improves the existing results. In addition, the same results were obtained by applying impulse differential inequality. Finally, an example is given to verify that the results are correct.
Footnotes
Declaration of conflicting interests
The author(s) declared no potential conflicts of interest with respect to the research, authorship, and/or publication of this article.
Funding
The author(s) disclosed receipt of the following financial support for the research, authorship, and/or publication of this article: This work was supported by the NNSF of China (12071105) and the Key Projects of Science Research in University of Anhui Province (KJ2021A1049).
ORCID iD
Jianli Li
References
1.
BainovDSimeonovP (1993) Impulsive Differential Equations: Periodic Solutions and Applications. Harlow: Longman Scientific and Technical.
2.
ChenWZhangW (2009) Input-to-state stability and integral input-to-state stability of nonlinear impulsive systems with delays. Automatica45(6): 1481–1488.
3.
DashkovskiySMironchenkoA (2013) Input-to-state stability of nonlinear impulsive system. SIAM Journal on Control and Optimization51(3): 1962–1987.
4.
FuXZhuQ (2018) Stability of nonlinear impulsive stochastic systems with Markovian switching under generalized average dwell time condition. Science China Information Sciences61(11): 112211.
5.
FuXZhuQGuoY (2019) Stabilization of stochastic functional differential systems with delayed impulses. Applied Mathematics and Computation346(C): 776–789.
6.
GaoLWangS (2019) Pth moment input-to-state stability of stochastic impulsive switched delayed systems. Transactions of the Institute of Measurement and Control41(6): 3468–3476.
7.
GuoYZhuQWangF (2020) Stability analysis of impulsive stochastic functional differential equations. Communications in Nonlinear Science and Numerical Simulation82(2): 105013.
8.
HespanhaJLiberzonDTeelA (2008) Lyapunov conditions for input-to-state stability of impulsive systems. Automatica44(11): 2735–2744.
9.
JobertARogersL (2006) Option pricing with Markov-modulated dynamic. SIAM Journal on Control and Optimization44(6): 2063–2078.
10.
KaoYZhuQQiW (2015) Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching. Applied Mathematics and Computation271: 795–804.
11.
KarafyllisJiangZ (2013) Global stabilization of nonlinear systems based on vector control Lyapunov functions. IEEE Transactions on Automatic Control58(10): 2550–2562.
12.
KhasminskiiR (2012) Stochastic Stability of Differential Equation. Berlin; Heidelberg: Springer-Verlag.
13.
LeiJMackeyM (2007) Stochastic differential delay equation, moment stability, and application to hematopoietic stem cell regulation system. SIAM Journal on Control and Optimization67(2): 387–407.
14.
LiMDengF (2018) Moment exponential input-to-state stability of nonlinear switched stochastic systems with Levy noise. IET Control Theory and Applications12(9): 1208–1215.
15.
LiuJLiuXXieW (2011) Input-to-state stability of impulsive and switching hybrid systems with time-delay. Automatica47(5): 899–908.
16.
LuJHoDCaoJ (2010) A unified synchronization criterion for impulsive dynamical networks. Automatica46(7): 1215–1221.
17.
LuoQMaoX (2007) Stochastic population dynamics under regime switching. Journal of Mathematical Analysis and Applications334(1): 69–84.
18.
MaoXYuanCZhouJ (2005) Stochastic differential delay equations of population dynamics. Journal of Mathematical Analysis and Applications304(1): 296–320.
19.
NingCHeYWuM, et al. (2012) Input-to-state stability of nonlinear systems based on an indefinite Lyapunov function. Systems and Control Letters61(12): 1254–1259.
20.
PengSDengF (2017) New criteria on pth moment input-to-state stability of impulsive stochastic delayed differential systems. IEEE Transactions on Automatic Control62(7): 3573–3579.
21.
PengSZhangY (2010) Some new criteria on pth moment stability of stochastic functional differential equations with Markovian switching. IEEE Transactions on Automatic Control55(12): 2886–2890.
22.
RenWXiongJ (2019) Vector Lyapunov function based input-to-state stability of stochastic impulsive switched time-delay system. IEEE Transactions on Automatic Control64(2): 654–669.
SontagE (1998) Comments on integral variants of ISS. Systems and Control Letters34(1-2): 93–100.
25.
WangYWangRZhaoJ (2013) Input-to-state stability of nonlinear impulsive and switched delay systems. IET Control Theory and Applications7(8): 1179–1185.
26.
WuXShiPTangY, et al. (2017) Input-to-state stability of nonlinear stochastic time-varying systems with impulsive effects. International Journal of Robust and Nonlinear Control27(10): 1792–1809.
27.
WuXTangYZhangW (2016) Input-to state stability of impulsive stochastic delayed system under linear assumptions. Automatica66: 195–204.
28.
WuXZhangWTangY (2013) Pth Moment stability of impulsive stochastic delay differential systems with Markovian switching. Communications in Nonlinear Science and Numerical Simulation18(7): 1870–1879.
29.
ZhangB (2016) On asymptotic stability of linear time-varying systems. Automatica68(9): 266–276.
30.
ZhuQ (2014) Pth Moment exponential stability of impulsive stochastic functional differential equations with Markovian switching. Journal of the Franklin Institute-Engineering and Applied Mathematics351(7): 3965–3986.