Global stability of coupled nonlinear systems with Markovian switching

Abstract This paper investigates the global stability of a coupled nonlinear system with Markovian switching (CNSMS), which can be described in a graph. A theoretical framework for the construction of Lyapunov function for the CNSMS is derived in a combined method of graph theory and Lyapunov function. Furthermore, we obtain a global stochastic asymptotical stability principle, which has a close relation to the topology property of the graph. Finally, to illustrate the capabilities of the principle, the stochastic stability of a coupled oscillator system is investigated.

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