Related papers: Mean Square Stability Analysis of Stochastic Conti…
Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…
In this paper, we study the problem of state observation of nonlinear systems over an erasure channel. The notion of mean square exponential stability is used to analyze the stability property of observer error dynamics. The main results of…
In a power grid with growing penetrations of renewable energy sources, inverters play a larger role in the dynamic interactions among network components. However, much is yet to be studied regarding inverter-dominated grid stability. This…
Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…
This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…
Stochastic Structural Stability Theory (SSST) provides an autonomous, deterministic, nonlinear dynamical system for evolving the statistical mean state of a turbulent system. In this work SSST is applied to the problem of understanding the…
When a system has more than one stable state, how can the stability of these states be compared? This deceptively simple question has important consequences for ecosystems, because systems with alternative stable states can undergo dramatic…
Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and…
This paper studies stability analysis of DC microgrids with uncertain constant power loads (CPLs). It is well known that CPLs have negative impedance effects, which may cause instability in a DC microgrid. Existing works often study the…
How to determine the vector of power supplies of a stochastic power system for the next short horizon, such that the probability is less than a prespecified value that any phase-angle difference of a power line of the power network exits…
Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…
In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly, the exponential mean-square stability can reproduce the…
In large-scale data processing scenarios, data often arrive in sequential streams generated by complex systems that exhibit drifting distributions and time-varying system parameters. This nonstationarity challenges theoretical analysis, as…
This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed…
This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…
This paper investigates the exponential stability of abstract mean field systems in their synchronized state. We analyze stability by studying the linearized system and demonstrate the existence of an exponentially stable invariant…
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…
Our goal is to analyze performance of stable linear dynamical networks subject to external stochastic disturbances. The square of the $\mathcal H_2$-norm of the network is used as a performance measure to quantify the expected steady-state…