Related papers: Mean Square Stability Analysis of Stochastic Conti…
We propose a stochastic model predictive control (SMPC) framework for a broad class of unconstrained controlled stochastic differential equations (SDEs) and establish its mean-square exponential stability in the infinite-horizon limit. At…
We consider a general stochastic input-output dynamical system with output evolving in time as the solution to a functional coefficients, It\^{o}'s stochastic differential equation, excited by an input process. This general class of…
Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…
We study the effect of fading in the communication channels between nodes on the performance of the incremental least mean square (ILMS) algorithm. We derive steady-state performance metrics, including the mean-square deviation (MSD),…
This paper is concerned with linear stochastic Hamiltonian (LSH) systems subject to random external forces. Their dynamics are modelled by linear stochastic differential equations, parameterised by stiffness, mass, damping and coupling…
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…
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…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…
We analyse the problem of stability of a continuous time linear switching system (LSS) versus the stability of its Euler discretization. It is well-known that the existence of a positive {\tau} for which the corresponding discrete time…
This technical note investigates the minimum average transmit power required for mean-square stabilization of a discrete-time linear process across a time-varying additive white Gaussian noise (AWGN) fading channel that is presented between…
This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…
This paper presents a systematic method to analyze stability and robustness of uncertain Quantum Input-Output Networks (QIONs). A general form of uncertainty is introduced into quantum networks in the SLH formalism. Results of this paper…
This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…
This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…
In this paper, we investigate asymptotic stability of linear time-varying systems with (sub-) stochastic system matrices. Motivated by distributed dynamic fusion over networks of mobile agents, we impose some mild regularity conditions on…
Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of…
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…
A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…
The paper is focused on the nonlinear stability analysis of stochastic $\theta$-methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square deviation between two solutions exponentially decays,…