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This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…

Systems and Control · Computer Science 2016-11-26 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun

This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…

Optimization and Control · Mathematics 2015-09-04 Yong Zhao , Weihai Zhang

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…

Systems and Control · Computer Science 2015-11-13 Kooktae Lee , Raktim Bhattacharya

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

This paper studies the mean stability of positive semi-Markovian jump linear systems. We show that their mean stability is characterized by the spectral radius of a matrix that is easy to compute. In deriving the condition we use a certain…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Clyde F. Martin

In this paper, we give a necessary and sufficient condition for mean stability of switched linear systems having a Markov regenerative process as its switching signal. This class of switched linear systems, which we call Markov regenerative…

Systems and Control · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

In this paper, we analyze the instability of continuous-time Markov jump linear systems. Although there exist several effective criteria for the stability of Markov jump linear systems, there is a lack of methodologies for verifying their…

Optimization and Control · Mathematics 2018-06-13 Wenjie Mei , Masaki Ogura

Switched linear systems are time-varying nonlinear systems whose dynamics switch between different modes, where each mode corresponds to different linear dynamics. They arise naturally to model unexpected failures, environment uncertainties…

Optimization and Control · Mathematics 2019-04-26 Bo Wu , Murat Cubuktepe , Ufuk Topcu

In this paper, we study the problem of optimizing the stability of positive semi-Markov jump linear systems. We specifically consider the problem of tuning the coefficients of the system matrices for maximizing the exponential decay rate of…

Systems and Control · Computer Science 2020-09-22 Chengyan Zhao , Masaki Ogura , Kenji Sugimoto

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…

Systems and Control · Electrical Eng. & Systems 2022-02-25 Shenyu Liu

We are concerned with input-to-state stability (ISS) of randomly switched systems. We provide preliminary results dealing with sufficient conditions for stochastic versions of ISS for randomly switched systems without control inputs, and…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

This paper introduces sufficient Lyapunov conditions guaranteeing exponential mean square stability of discrete-time systems with markovian delays. We provide a transformation of the discrete-time system with markovian delays into a…

Systems and Control · Electrical Eng. & Systems 2021-04-28 Anastasia Impicciatore , Maria Teresa Grifa , Pierdomenico Pepe , Alessandro D'Innocenzo

This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Atreyee Kundu

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Optimization and Control · Mathematics 2013-12-30 S. Damak , M. Di Loreto , W. Lombardi , V Andrieu

This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

This paper deals with the problems of stochastic stability and sliding mode control for a class of continuous-time Markovian jump systems with mode-dependent time-varying delays and partly unknown transition probabilities. The design method…

Systems and Control · Computer Science 2018-04-26 Nasibeh Zohrabi , Hasan Zakeri , Amir Hossein Abolmasoumi , Hamid Reza Momeni

This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable and the set of admissible switching signals obeys pre-specified restrictions on switches between the subsystems and dwell times on…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Atreyee Kundu

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

Dynamical Systems · Mathematics 2022-03-08 Nguyen Khoa Son , Le Van Ngoc
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