English
Related papers

Related papers: Stability of Markov regenerative switched linear s…

200 papers

In this paper we show that if a linear cocycle is robustly periodical stable then it is uniformly stable.

Dynamical Systems · Mathematics 2013-12-18 Xiongping Dai

We construct a marginally stable linear switching system in continuous time, in four dimensions and with three switching states, which is exponentially stable with respect to constant switching laws and which has a unique Barabanov norm,…

Optimization and Control · Mathematics 2023-01-25 Ian D. Morris

We continue development of the theory of Markov systems initiated in \cite{Wer1}. In this paper, we introduce fundamental Markov systems associated with random dynamical systems and show that the proof of the uniqueness and empiricalness of…

Probability · Mathematics 2009-02-09 Ivan Werner

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

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

Probability · Mathematics 2025-11-13 Asaf Cohen , Ethan Huffman

This paper deals with the analysis of input/output-to-state stability (IOSS) and construction of state-norm estimators for continuous-time switched nonlinear systems under restricted switching. Our contributions are twofold. First, given a…

Optimization and Control · Mathematics 2024-04-25 Atreyee Kundu

We propose a definition o meta-stability and obtain sufficient conditions for a sequence of Markov processes on finite state spaces to be meta-stable. In the reversible case, these conditions reduce to estimates of the capacity and the…

Probability · Mathematics 2008-02-18 J. Beltran , C. Landim

We present a data-driven framework based on Lyapunov theory to provide stability guarantees for a family of hybrid systems. In particular, we are interested in the asymptotic stability of switching linear systems whose switching sequence is…

Systems and Control · Electrical Eng. & Systems 2023-02-13 Adrien Banse , Zheming Wang , Raphaël M. Jungers

This paper deals with input/output-to-state stability (IOSS) of switched nonlinear systems whose switching signals obey pre-specified restrictions on admissible switches between the subsystems and admissible dwell times on the subsystems.…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Atreyee Kundu

In this paper, the feedback stabilization of a linear time-invariant (LTI) multiple-input multiple-output (MIMO) system cascaded by a linear stochastic system is studied in the mean-square sense. Here, the linear stochastic system can model…

Systems and Control · Electrical Eng. & Systems 2024-05-06 Junhui Li , Jieying Lu , Weizhou Su

We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability theorems and apply our results {to three canonical models in…

Probability · Mathematics 2022-02-22 Sergey Foss , Vsevolod Shneer , Jonathan P. Thomas , Tim Worrall

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

Probability · Mathematics 2015-03-13 Chenggui Yuan , Jianhai Bao

We prove two propositions with conditions that a system, which is described by a transient Markov chain, will display local stability. Examples of such systems include partly overloaded Jackson networks, partly overloaded polling systems,…

Probability · Mathematics 2020-06-22 Ivo Adan , Sergey Foss , Seva Shneer , Gideon Weiss

In this paper we derive stability conditions for a switched system where switching occurs between linear descriptor systems of different indices. In particular, our results can be used to analyse the stability of the important case when…

Optimization and Control · Mathematics 2017-05-19 Shravan Sajja , Martin Corless , Ezra Zeheb , Robert Shorten

We study networked control of non-linear systems where system states and tentative plant input sequences are transmitted over unreliable communication channels. The sequences are calculated recursively by using a pre-designed nominally…

Optimization and Control · Mathematics 2013-11-08 Daniel E. Quevedo , Isabel Jurado

We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…

Probability · Mathematics 2009-09-24 Ramon van Handel

This paper is concerned with the stability problem for the planar linear switched system $\dot x(t)=u(t)A_1x(t)+(1-u(t))A_2x(t)$, where the real matrices $A_1,A_2\in \R^{2\times 2}$ are Hurwitz and $u(\cdot) [0,\infty[\to\{0,1\}$ is a…

Optimization and Control · Mathematics 2008-09-24 Moussa Balde , Ugo Boscain , Paolo Mason

In this work, we study finite-time stability of switched and hybrid systems in the presence of unstable modes. We present sufficient conditions in terms of multiple Lyapunov functions for the origin of the system to be finite time stable.…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Kunal Garg , Dimitra Panagou

One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…

Computer Science and Game Theory · Computer Science 2012-07-09 John Wicks , Amy Greenwald

This paper deals with input/output-to-state stability (IOSS) of continuous-time switched nonlinear systems. Given a family of systems, possibly containing unstable dynamics, and a set of restrictions on admissible switches between the…

Optimization and Control · Mathematics 2023-06-21 Atreyee Kundu