CDC 2023: Input-to-State Stability in Probability
Preston Culbertson, Ryan K. Cosner*, Maegan Tucker, and Aaron D. Ames. [pdf]
Input-to-State Stability (ISS) is fundamental in mathematically quantifying how stability degrades in the presence of bounded disturbances. If a system is ISS, its trajectories will remain bounded, and will converge to a neighborhood of an equilibrium of the undisturbed system. This graceful degradation of stability in the presence of disturbances describes a variety of real-world control implementations. Despite its utility, this property requires the disturbance to be bounded and provides invariance and stability guarantees only with respect to this worst-case bound. In this work, we introduce the concept of “ISS in probability (ISSp)” which generalizes ISS to discrete-time systems subject to unbounded stochastic disturbances. Using tools from martingale theory, we provide Lyapunov conditions for a system to be exponentially ISSp, and connect ISSp to stochastic stability conditions found in literature. We exemplify the utility of this method through its application to a bipedal robot confronted with step heights sampled from a truncated Gaussian distribution.