Related papers: Lyapunov Criterion for Stochastic Systems and Its …
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…
This contribution presents two exponential stability criteria for linear systems with multiple pointwise and distributed delays. These results (necessary and sufficient conditions) are given in terms of the delay Lyapunov matrix and the…
Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…
In this work, we present the equivalent of many theorems available for continuous time systems. In particular, the theory is applied to Averaging Theory and Separation of time scales. In particular the proofs developed for Averaging Theory…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
The Lyapunov inequality is an indispensable tool for stability analysis in linear control theory. It provides a necessary and sufficient condition for the stability of an autonomous linear-time invariant system in terms of the existence of…
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…
The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability 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,…
This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong…
Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…
We propose a composite Lyapunov framework for nonlinear autonomous systems that ensures strict decay through a pair of differential inequalities. The approach yields integral estimates, quantitative convergence rates, vanishing of…
In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…
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…
We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…
This article proposes an approach to construct a Lyapunov function for a linear coupled impulsive system consisting of two time-invariant subsystems. In contrast to various variants of small-gain stability conditions for coupled systems,…
In this paper, we present sufficient conditions for asymptotic stability and exponential stability of a class of impulsive neutral differential equations with discrete and distributed delays. Our approaches are based on the method using…
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…