Related papers: Stochasticity in Feedback Loops; Great Expectation…
This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…
We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…
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…
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…
Classical sufficient conditions for ensuring the robust stability of a dynamical system in feedback with a nonlinearity include passivity, small gain, circle, and conicity theorems. We present a generalized version of these results for…
In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
Often it is desirable to stabilize a system around an optimal state. This can be effectively accomplished using feedback control, where the system deviation from the desired state is measured in order to determine the magnitude of the…
In this work we analyze and bound the effect of modeling errors on the stabilization of pure states or subspaces for quantum stochastic evolutions. Different approaches are used for open-loop and feedback control protocols. For both, we…
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…
Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…
Almost sure asymptotic stabilization of a discrete-time switched stochastic system is investigated. Information on the active operation mode of the switched system is assumed to be available for control purposes only at random time…
The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…
We consider the problem of optimizing the steady state of a dynamical system in closed loop. Conventionally, the design of feedback optimization control laws assumes that the system is stationary. However, in reality, the dynamics of the…
In stochastic dynamical systems, different concepts of stability can be obtained in different limits. A particularly interesting example is evolutionary game theory, which is traditionally based on infinite populations, where strict Nash…
Stability and control of a non-linear system represent an important system configuration that frequently arises in practical engineering. Stability covers a vast range of systems that do not obey the superposition principle and applies to…
Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…
Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…
This paper studies the emergence of multi-stability and hysteresis in those systems that arise, under positive feedback, starting from monotone systems with well-defined steady-state responses. Such feedback configurations appear routinely…