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We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We present a straightforward and reliable continuous method for computing the full or a partial Lyapunov spectrum associated with a dynamical system specified by a set of differential equations. We do this by introducing a stability…

chao-dyn · Physics 2009-10-28 Freddy Christiansen , Hans Henrik Rugh

Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…

Systems and Control · Computer Science 2015-09-07 Kwang-Ki K. Kim , Richard D. Braatz

We study stability criteria for discrete-time switched systems and provide a meta-theorem that characterizes all Lyapunov theorems of a certain canonical type. For this purpose, we investigate the structure of sets of LMIs that provide a…

Optimization and Control · Mathematics 2018-01-24 Raphael M. Jungers , Amirali Ahmadi , Pablo Parrilo , Mardavij Roozbehani

Robust stabilization conditions for uncertain switched affine systems subject to a unitary input delay are presented. They are obtained through the Lyapunov framework and a min-switching state-feedback predictive control law. The result…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Gerson Portilla , Carolina Albea , Alexandre Seuret

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Adrien Banse , Zheming Wang , Raphaël M. Jungers

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

We propose an extension of the theory of control sets to the case of inputs satisfying a dwell-time constraint. Although the class of such inputs is not closed under concatenation, we propose a suitably modified definition of control sets…

Optimization and Control · Mathematics 2019-02-12 Francesco Boarotto , Mario Sigalotti

This paper is concerned with relationships of Lyapunov exponents with sensitivity and stability for non-autonomous discrete systems. Some new concepts are introduced for non-autonomous discrete systems, including Lyapunov exponents, strong…

Dynamical Systems · Mathematics 2016-03-18 Hua Shao , Yuming Shi , Hao Zhu

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

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

We study stability issue of reset and impulsive switched systems. We find time constraints (dwell time and flee time) on switching signals which stabilize a given reset switched system. For a given collection of matrices, we find an…

Dynamical Systems · Mathematics 2023-06-21 Swapnil Tripathi , Nikita Agarwal

While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…

Machine Learning · Computer Science 2023-12-27 Junlin Wu , Andrew Clark , Yiannis Kantaros , Yevgeniy Vorobeychik

We analyze stability properties of monotone nonlinear systems via max-separable Lyapunov functions, motivated by the following observations: first, recent results have shown that asymptotic stability of a monotone nonlinear system implies…

Systems and Control · Computer Science 2016-07-28 Hamid Reza Feyzmahdavian , Bart Besselink , Mikael Johansson

This paper investigates the behaviour of open billiard systems in high-dimensional spaces. Specifically, we estimate the largest Lyapunov exponent, which quantifies the rate of divergence between nearby trajectories in a dynamical system.…

Dynamical Systems · Mathematics 2023-06-08 Amal Al Dowais

We present a stability analysis framework for the general class of discrete-time linear switching systems for which the switching sequences belong to a regular language. They admit arbitrary switching systems as special cases. Using recent…

Dynamical Systems · Mathematics 2014-11-17 Matthew Philippe , Raphaël M. Jungers

A Lyapunov design method is used to analyze the nonlinear stability of a generic reservoir computer for both the cases of continuous-time and discrete-time dynamics. Using this method, for a given nonlinear reservoir computer, a radial…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Afroza Shirin , Isaac S. Klickstein , Francesco Sorrentino

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

We introduce a novel framework for the stability analysis of discrete-time linear switching systems with switching sequences constrained by an automaton. The key element of the framework is the algebraic concept of multinorm, which…

Dynamical Systems · Mathematics 2016-04-22 Matthew Philippe , Ray Essick , Geir Dullerud , Raphaël M. Jungers

We propose matrix commutator based stability characterization for discrete-time switched linear systems under restricted switching. Given an admissible minimum dwell time, we identify sufficient conditions on subsystems such that a switched…

Systems and Control · Computer Science 2020-05-18 Atreyee Kundu