Time-domain Boundedness of Noise-to-State Exponentially Stable Systems

Abstract: In this paper we prove the time-domain boundedness for noise-to-state exponentially stable systems, and further make an estimation of its lower bound function, which allows to answer the question that how long the solution of a stochastic noise-to-state exponentially stable system stays in the domain of attraction and what happens with it if it escapes from this region for a while. The results will complement the probability-domain boundedness of noise-to-state exponentially stable systems, and provide a new insight into noise-to-state exponential stability.