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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…

Systems and Control · Computer Science 2019-03-01 Yohei Hosoe , Tomomichi Hagiwara

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…

Optimization and Control · Mathematics 2024-10-28 Yuji Ito , Kenji Fujimoto

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…

Optimization and Control · Mathematics 2023-10-03 Corentin Briat

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…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

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

In this paper, we develop a novel contraction framework for stability analysis of discrete-time nonlinear systems with parameters following stochastic processes. For general stochastic processes, we first provide a sufficient condition for…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Yu Kawano , Yohei Hosoe

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

The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…

Systems and Control · Electrical Eng. & Systems 2022-08-12 Francesco Ferrante , Giorgio Valmorbida

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

Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…

Systems and Control · Electrical Eng. & Systems 2021-11-02 A. R. Tavakolpour-Saleh

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…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

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.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

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…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…

Optimization and Control · Mathematics 2007-05-23 Iasson Karafyllis , Pierdomenico Pepe , Zhong-Ping Jiang

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal

This paper studies deterministic and stochastic fixed-time stability of autonomous nonlinear discrete-time (DT) systems. Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT system is certified.…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Farzaneh Tatari , Hamidreza Modares

In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…

Optimization and Control · Mathematics 2026-03-25 Kunal Garg

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…

Dynamical Systems · Mathematics 2017-02-20 Umesh Vaidya

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson
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