Related papers: On Time-Varying Delayed Stochastic Differential Sy…
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…
The problem of p-th moment stability for time-varying stochastic time-delay systems with Markovian switching is investigated in this paper. Some novel stability criteria are obtained by applying the generalized Razumikhin and Krasovskii…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…
In this paper, we study the application of switched systems stability criteria to derive delay-dependent conditions for systems affected by both a constant and a time-varying delay. The main novelty of our approach lies on the use of…
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…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We study general stochastic birth and death processes including delay. We develop several approaches for the analytical treatment of these non-Markovian systems, valid, not only for constant delays, but also for stochastic delays with…
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…
This work is devoted to investigate the stability properties of time-delay reset systems. We present a Lyapunov-Krasovskii proposition, which generalizes the available results in the literature, providing results for verifying the stability…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
This paper proposes a unified approach for studying global exponential stability of a general class of switched systems described by time-varying nonlinear functional differential equations. Some new delay-independent criteria of global…
Delays and stochasticity have both served as crucially valuable ingredients in mathematical descriptions of control, physical, and biological systems. In this work, we investigate how explicitly dynamical stochasticity in delays modulates…
This paper deals with the problems of stochastic stability and sliding mode control for a class of continuous-time Markovian jump systems with mode-dependent time-varying delays and partly unknown transition probabilities. The design method…
Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is…
Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
Switched linear systems are time-varying nonlinear systems whose dynamics switch between different modes, where each mode corresponds to different linear dynamics. They arise naturally to model unexpected failures, environment uncertainties…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…