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This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…

Optimization and Control · Mathematics 2023-06-21 Yingying Li , Tianpeng Zhang , Subhro Das , Jeff Shamma , Na Li

We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

Probability · Mathematics 2018-01-08 Serdar Yüksel

The purpose of this paper is to prove ergodicity and provide asymptotic formulae for probabilities of threshold crossing related to smooth approximations of three fundamental nonlinear mechanical models: (a) an elasto-plastic oscillator,…

Probability · Mathematics 2018-03-02 Mathieu Lauriere , Laurent Mertz

When transmitting information over a noisy channel, two approaches, dating back to Shannon's work, are common: assuming the channel errors are independent of the transmitted content and devising an error-correcting code, or assuming the…

Information Theory · Computer Science 2015-01-22 Ohad Elishco , Tom Meyerovitch , Moshe Schwartz

This paper studies the stability and $\mathcal{H}_{\infty}$ performance analysis problem for linear networked and quantized control systems with both communication delays random packet losses. To deal with the network-induced uncertainties…

Systems and Control · Electrical Eng. & Systems 2021-03-05 Wei Ren , Junlin Xiong

This paper studies the stabilization problem of networked control systems (NCSs) with random packet dropouts caused by stochastic channels. To describe the effects of stochastic channels on the information transmission, the transmission…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Wei Ren , Wei Wang , Zhuo-Rui Pan , Xi-Ming Sun , Andrew R. Teel , Dragan Nesic

The voltage-conductance kinetic equation for an ensemble of neurons has been studied by many scientists and mathematicians, while its rigorous analysis is still at a premature stage. In this work, we obtain for the first time the…

Probability · Mathematics 2023-05-09 Xu'an Dou , Fanhao Kong , Weijun Xu , Zhennan Zhou

Recent control trends are increasingly relying on communication networks and wireless channels to close the loop for Internet-of-Things applications. Traditionally these approaches are model-based, i.e., assuming a network or channel model…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Konstantinos Gatsis , George J. Pappas

In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , Raffaele Marino , Angelo Vulpiani

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…

Probability · Mathematics 2021-02-10 Natan T'Joens , Jasper De Bock

The problem of stabilizing an unstable plant over a noisy communication link is an increasingly important one that arises in applications of networked control systems. Although the work of Schulman and Sahai over the past two decades, and…

Information Theory · Computer Science 2012-02-28 Ravi Teja Sukhavasi , Babak Hassibi

We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur…

Pattern Formation and Solitons · Physics 2009-11-07 Roman O. Grigoriev , Andreas Handel

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

Various controllability conditions have been obtained by researchers for heterogeneous networked systems with linear dynamics. However, the literature for nonlinear, heterogeneous networked systems is comparatively less. In this paper we…

Optimization and Control · Mathematics 2024-12-18 Aleena Thomas , Abhijith Ajayakumar , Raju K. George

Using small noise limit approach, we study degenerate stochastic ergodic control problems and as a byproduct obtain error bounds for the $\varepsilon$-optimal controls. We also establish tunneling for a special ergodic control problem and…

Optimization and Control · Mathematics 2024-05-02 K. Suresh Kumar , Vikrant Desai

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

Analysis of PDEs · Mathematics 2022-03-25 Renhai Wang , Tomas Caraballo , Nguyen Huy Tuan

Dynamic capacity allocation control for resource sharing networks (RSN) is studied when the networks are in heavy traffic. The goal is to minimize an ergodic cost with a linear holding cost function. Our main result shows that the optimal…

Optimization and Control · Mathematics 2023-12-25 Amarjit Budhiraja , Michael Conroy , Dane Johnson

Stability with respect to a given scheduling policy has become an important issue for wireless communication systems, but it is hard to prove in particular scenarios. In this paper two simple conditions for stability in broadcast channels…

Networking and Internet Architecture · Computer Science 2009-04-16 Chan Zhou , Gerhard Wunder

Using the concept of discrete noiseless channels, it was shown by Shannon in A Mathematical Theory of Communication that the ultimate performance of an encoder for a constrained system is limited by the combinatorial capacity of the system…

Information Theory · Computer Science 2008-09-09 Georg Böcherer , Valdemar Cardoso da Rocha , Cecilio Pimentel