English
Related papers

Related papers: Stability of Markov regenerative switched linear s…

200 papers

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…

Probability · Mathematics 2008-07-10 Bernard Bercu , Francois Dufour , G. George Yin

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

In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We propose switched least squares method for identification of MJS, show that this method…

Machine Learning · Computer Science 2023-02-07 Borna Sayedana , Mohammad Afshari , Peter E. Caines , Aditya Mahajan

We consider a time-homogeneous Markov chain $X_n$, $n\ge0$, valued in ${\bf R}$. Suppose that this chain is transient, that is, $X_n$ generates a $\sigma$-finite renewal measure. We prove the key renewal theorem under condition that this…

Probability · Mathematics 2007-11-15 Dmitry Korshunov

This article provides a characterization of stability for switched nonlinear systems under average dwell-time constraints, in terms of necessary and sufficient conditions involving multiple Lyapunov functions. Earlier converse results focus…

Optimization and Control · Mathematics 2025-01-08 Matteo Della Rossa , Aneel Tanwani

In this paper we show that in a multiclass Markovian network with unit rate servers, the condition that the average load $\rho$ at every server is less than unity is indeed sufficient for the stability or positive recurrence for \emph{any}…

Networking and Internet Architecture · Computer Science 2010-06-24 Sayee C. Kompalli , Ravi R. Mazumdar

The paper formulates the concept of persistence of excitation for discrete-time linear switched systems, and provides sufficient conditions for an input signal to be persistently exciting. Persistence of excitation is formulated as a…

Optimization and Control · Mathematics 2011-03-08 Mihaly Petreczky , Laurent Bako

In this paper, we present a novel approach to determine the stability of switched linear and nonlinear systems using Sum of Squares optimisation. Particularly, we use Sum of Squares optimisation to search for a Lyapunov function that…

Dynamical Systems · Mathematics 2023-06-26 Jacopo Piccini , Elias August , Sigurdur Hafstein , Stefania Andersen

It is well known that, for mass-action systems, complex-balanced equilibria are asymptotically stable. For generalized mass-action systems, even if there exists a unique complex-balanced equilibrium (in every stoichiometric class and for…

Dynamical Systems · Mathematics 2022-09-14 Balazs Boros , Stefan Müller , Georg Regensburger

In this paper we study the state-feedback stabilization of a discrete-time Markov jump linear system when the observation of the Markov chain of the system, called the Markov state, is time-randomized by another Markov chain. Embedding the…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Ahmet Cetinkaya

The nonlinear filtering equation is said to be stable if it ``forgets'' the initial condition. It is known that the filter might be unstable even if the signal is an ergodic Markov chain. In general, the filtering stability requires…

Probability · Mathematics 2007-05-23 Pavel Chigansky , Robert Liptser

We study the stability of switched systems where the dynamic modes are described by systems of higher-order linear differential equations not necessarily sharing the same state space. Concatenability of trajectories at the switching…

Optimization and Control · Mathematics 2014-07-30 J. C. Mayo-Maldonado , P. Rapisarda , P. Rocha

The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Matteo Della Rossa , Lucas N. Egidio , Raphaël M. Jungers

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Optimization and Control · Mathematics 2016-08-02 Corentin Briat

This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…

Systems and Control · Electrical Eng. & Systems 2020-08-25 Atreyee Kundu

We consider discrete-space continuous-time Markov models of reaction networks and provide sufficient conditions for the following stability condition to hold: each state in a closed, irreducible component of the state space is positive…

Probability · Mathematics 2018-08-23 David F. Anderson , Jinsu Kim

This work studies remote state estimation of multiple linear time-invariant systems over shared wireless time-varying communication channels. We model the channel states by a semi-Markov process which captures both the random holding period…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Wanchun Liu , Daniel E. Quevedo , Branka Vucetic , Yonghui Li

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2020-10-02 Mathijs Schuurmans , Panagiotis Patrinos

The topic of this manuscript is the stability analysis of continuous-time switched nonlinear systems with constraints on the admissible switching signals. Our particular focus lies in considering signals characterized by upper and lower…

Optimization and Control · Mathematics 2024-01-17 Matteo Della Rossa

R. Shorten, F. Wirth, O. Mason, K. Wulff and C. King have asked whether a linear switched system is guaranteed to be globally uniformly stable under arbitrary switching if it is known that every trajectory induced by a periodic switching…

Dynamical Systems · Mathematics 2025-10-10 Ian D. Morris