Related papers: Criteria for stabilizing a multi-delay stochastic …
This paper is devoted to stability analysis of continuous-time delay systems based on a set of Lyapunov-Krasovskii functionals. New multiple integral inequalities are derived that involve the famous Jensen's and Wirtinger's inequalities, as…
In this paper we discuss Stochastic Differential-Algebraic Equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on index-one SDAEs and their reformulation as ordinary stochastic…
A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
We develop delay-compensating feedback laws for linear switched systems with time-dependent switching. Because the future values of the switching signal, which are needed for constructing an exact predictor-feedback law, may be unavailable…
This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…
In this paper, stability analysis of time delay systems is considered based on decomposition of the systems to subsystems. The decomposition process needs matrices of these systems to be simultaneously block triangularize. We show that a…
In this article we compare the mean-square stability properties of the Theta-Maruyama and Theta-Milstein method that are used to solve stochastic differential equations. For the linear stability analysis, we propose an extension of the…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
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…
We propose a computationally efficient algorithm that achieves anytime regret of order $\mathcal{O}(\sqrt{t})$, with explicit dependence on the system dimensions and on the solution of the Discrete Algebraic Riccati Equation (DARE). Our…
Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…
It is already well-understood that many delay differential equations with only a single constant delay exhibit a change in stability according to the value of the delay in relation to a critical delay value. Finding a formula for the…
Stability of synchronization in unidirectionally coupled time-delay systems is studied using the Krasovskii-Lyapunov theory. We have shown that the same general stability condition is valid for different cases, even for the general…
We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…
In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…
The Riccati equation method and an approach of the use of unknown factors is used to establish oscillation, suboscillation and nonoscillation criteria for linear systems of ordinary differential equations. A necessary condition for Lyapunov…
This paper addresses the problem of stabilization of switched affine systems under dwell-time constraint, giving guarantees on the bound of the quadratic cost associated with the proposed state switching control law. Specifically, two…
We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot…
Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…