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Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…

Dynamical Systems · Mathematics 2018-08-29 Mark A. Pinsky , Steve Koblik

A problem with considering correlations in the analysis of multiagent system with stochastic packet loss is that they induce dependencies between agents that are otherwise decoupled, preventing the application of decomposition methods…

Optimization and Control · Mathematics 2024-03-27 Christian Hespe , Adwait Datar , Herbert Werner

In this technical note, we study the mean square stability-based analysis of stochastic continuous-time linear networked systems. The stochastic uncertainty is assumed to enter multiplicatively in system dynamics through input and output…

Optimization and Control · Mathematics 2018-02-09 Sai Pushpak , Amit Diwadkar , Umesh Vaidya

We consider a nonlinear non-autonomous system with time-varying delays $$ \dot{x_i}(t)=-a_i(t)x_{i}(h_i(t))+\sum_{j=1}^mF_{ij}(t,x_j(g_{ij}(t))) $$ which has a large number of applications in the theory of artificial neural networks. Via…

Dynamical Systems · Mathematics 2013-09-10 Leonid Berezansky , Elena Braverman , Lev Idels

Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…

Optimization and Control · Mathematics 2014-01-21 Zhixin Yang , G. Yin

Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…

Systems and Control · Electrical Eng. & Systems 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…

Methodology · Statistics 2023-12-27 Weichi Wu , Zhou Zhou

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…

Dynamical Systems · Mathematics 2016-12-14 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

With the ever increasing computational power available and the development of high-performances computing, investigating the properties of realistic very large-scale nonlinear dynamical systems has been become reachable. It must be noted…

We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that…

Probability · Mathematics 2013-09-02 Xiongping Dai , Yu Huang , Mingqing Xiao

Neural networks have become increasingly popular in controller design due to their versatility and efficiency. However, their integration into feedback systems can pose stability challenges, particularly in the presence of uncertainties.…

Optimization and Control · Mathematics 2025-03-04 Yuhao Zhang , Xiangru Xu

This paper proposes a novel method for determining the number of factors in linear factor models under stability considerations. An instability measure is proposed based on the principal angle between the estimated loading spaces obtained…

Methodology · Statistics 2024-09-13 Sze Ming Lee , Yunxiao Chen

In this study, we address the central issue of statistical inference for Markov jump processes using discrete time observations. The primary problem at hand is to accurately estimate the infinitesimal generator of a Markov jump process, a…

Methodology · Statistics 2024-12-19 F. Baltazar-Larios , Luz Judith R. Esparza

This paper presents a research devoted to the study of instability phenomena in non-linear model with a constant brake friction coefficient. This paper outlines the stability analysis and a procedure to reduce and simplify the non-linear…

Chaotic Dynamics · Physics 2012-09-28 Jean-Jacques Sinou , Fabrice Thouverez , Louis Jezequel

Real-world control applications often involve complex dynamics subject to abrupt changes or variations. Markov jump linear systems (MJS) provide a rich framework for modeling such dynamics. Despite an extensive history, theoretical…

Optimization and Control · Mathematics 2021-05-27 Zhe Du , Yahya Sattar , Davoud Ataee Tarzanagh , Laura Balzano , Samet Oymak , Necmiye Ozay

For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…

Systems and Control · Computer Science 2017-08-31 Yiming Wan , Tamas Keviczky , Michel Verhaegen

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

Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class…

Methodology · Statistics 2022-04-20 Yichi Zhang , Weining Shen , Dehan Kong

In this paper, we study networks of positive linear systems subject to time-invariant and random uncertainties. We present linear matrix inequalities for checking the stability of the whole network around the origin with prescribed…

Optimization and Control · Mathematics 2016-11-09 Masaki Ogura , Victor M. Preciado