Exponential disturbance rejection with decay rate for stochastic systems

This contribution deals with the study of the behavior of stochastic systems with multiplicative noise in presence of external disturbances. Sufficient conditions for exponential disturbance rejection are given. They are based on inequalities expressed in terms of Lyapunov functions. Via a bound of the exponential exponent of the solution, a given decay rate of the convergence of the solution is guaranteed.

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