Stochastic passivity in stochastic differential equations: a port-Hamiltonian perspective
Abstract
Abstract We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts for stochastic input-state-output systems and characterize these in terms of the parameters of the system. Afterward, we examine properties of a certain class of linear stochastic systems that can be regarded as an extension of linear deterministic PHS to a stochastic passivity framework.
Fields of Study & Subjects
Control and Stability of Dynamical Systems
Stability and Control of Uncertain Systems
Stability and Controllability of Differential Equations
Publication details
- Journal / source
- Mathematics of Control Signals and Systems
- Publisher
- Springer Science and Business Media LLC
- Volume
- 38
- Issue
- 4
- Pages
- 939-995
- Publication date
- 15 July 2026
- Language
- EN