Related papers: An Input-Output Approach to Structured Stochastic …
We consider the continuous-time setting of linear time-invariant (LTI) systems in feedback with multiplicative stochastic uncertainties. The objective of the paper is to characterize the conditions of Mean-Square Stability (MSS) using a…
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…
In this paper, we investigate the mean-square stability and stabilizability problems for linear time-invariant systems under stochastic spatially correlated multiplicative uncertainties.
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…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…
We consider the problem of estimating the state and unknown input for a large class of nonlinear systems subject to unknown exogenous inputs. The exogenous inputs themselves are modeled as being generated by a nonlinear system subject to…
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…
Bounded-input bounded-output stability condition of linear time invariant (LTI) distributed-order system over integral interval $(0,1)$ has been established for the first time. Two cases about weighting function of the distributed order are…
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…
This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein, second moment polytopic (SMP) systems are proposed that generalize systems with both uncertainty and randomness. The SMP systems are characterized…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
We present an approach to compute stabilizing controllers for continuous-time linear time-invariant systems directly from an input-output trajectory affected by process and measurement noise. The proposed output-feedback design combines (i)…
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…
The problem of stationary robust L_infinity-induced deconvolution filtering for the uncertain continuous-time linear stochastic systems is addressed. The state space model of the system contains state- and input-dependent noise and…
This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…
We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
An input-output approach to stability analysis is explored for networked systems with uncertain link dynamics. The main result consists of a collection of integral quadratic constraints, which together imply robust stability of the…
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 provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…