Deterministic and Stochastic Fixed-time Stability of Discrete-time Autonomous Systems

Abstract

This paper studies deterministic and stochastic fixed-time stability of autonomous nonlinear discrete-time (DT) systems. Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT system is certified. Extensions to systems under deterministic perturbations as well as stochastic noise are then considered. For the former, the sensitivity to perturbations for fixed-time stable DT systems is analyzed, and it is shown that fixed-time attractiveness is resulted from the presented Lyapunov conditions. For the latter, sufficient Lyapunov conditions for fixed-time stability in probability of nonlinear stochastic DT systems are presented. The fixed upper bound of the settling-time function is derived for both fixed-time stable and fixed-time attractive systems, and the stochastic settling-time function fixed upper bound is derived for stochastic DT systems. Illustrative examples are given along with simulation results to verify the introduced results.