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We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

Systems and Control · Computer Science 2014-11-24 Collin C. Lutz , Daniel J. Stilwell

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 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 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 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

Global stability of the systems has always been vital of importance; however, this concept has not yet been sufficiently developed for the nonlinear systems. This paper extends the Jacobian matrix so that this method be able to seek the…

Systems and Control · Electrical Eng. & Systems 2024-11-05 seyed Mohammad Hosseindokht , SamanehAlsadat Saeedinia

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 devise a Monte Carlo based method for detecting whether a non-negative Markov chain is stable for a given set of parameter values. More precisely, for a given subset of the parameter space, we develop an algorithm that is capable of…

Probability · Mathematics 2016-08-11 Michel Mandjes , Brendan Patch , Neil Walton

This work investigates the exponential stability of neural networks (NNs) systems with time delays. By considering orthogonal polynomials with weighted terms, a new weighted integral inequality is presented. This inequality extend several…

Functional Analysis · Mathematics 2024-12-12 Yuanyuan Zhang , Han Xue , Kachong Lao , Chonkit Chan , Chenyang Shi , Seakweng Vong

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 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 study the problem of control of discrete-time linear time varying systems over uncertain channels. The uncertainty in the channels is modeled as a stochastic random variable. We use exponential mean square stability of the…

Optimization and Control · Mathematics 2014-09-01 Amit Diwadkar , Umesh Vaidya

In this paper, we consider the stability of discrete-time linear switched systems with a common non-strict Lyapunov matrix.

Optimization and Control · Mathematics 2011-08-02 Xiongping Dai , Yu Huang , Mingqing Xiao

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 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

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…

Optimization and Control · Mathematics 2014-07-16 Vladimir Yu. Protasov , Raphael M. Jungers

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

Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…

Probability · Mathematics 2007-05-23 P. Chigansky

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

This paper introduces an innovative method for ensuring global stability in a broad array of nonlinear systems. The novel approach enhances the traditional analysis based on Jacobian matrices by incorporating the Taylor series boundary…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Samaneh Alsadat Saeedinia , Mojtaba Sharifi , Seyed Mohammad Hosseindokht , Hedieh Jafarpourdavatgar
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