Related papers: Bounding Transient Instability in Sensor Data Inje…
Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous engineering, natural science and control problems. Yet, practically valuable results are rare in this area. This paper develops a…
Interstellar objects (ISOs) motivate a coupled mission-design and inference question relevant to spacecraft dynamics and control in extreme environments: if volatile-rich, rotating comet-like bodies were used for sustained deep-space…
The large-scale integration of intermittent renewable energy has brought serious challenges to the frequency security of power systems. In this paper, a novel nonparametric stochastic analysis method of system dynamic frequency is proposed…
Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…
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…
This work establishes a crucial step toward advancing data-driven trajectory-based methods for stochastic systems with unknown mathematical dynamics. In contrast to scenario-based approaches that rely on independent and identically…
We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forecast instability from the economic forecaster's perspective…
The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…
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…
This paper presents a novel method for transient stability analysis (TSA) that circumvents the limitations of sequential numerical integration and energy functions. The proposed method begins by constructing a trajectory-dependent stability…
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…
We present an analytical method to estimate the continuous-time collision probability of motion plans for autonomous agents with linear controlled Ito dynamics. Motion plans generated by planning algorithms cannot be perfectly executed by…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed…
This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…
Modal linear stability analysis has proven very successful in the analysis of coherent structures of turbulent flows. Formally, it describes the evolution of a disturbance in the limit of infinite time. In this work we apply modal linear…
In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…
In this paper, we obtain some preliminary results on stochastic control theory for time-varying linear systems both continuous and discrete, and further apply to aperiod sample-data linear systems. The Ito's lemma is utilized in this…
In this technical note, we study the mean square stability-based analysis of stochastic continuous-time linear networked systems. The stochastic uncertainty is assumed to enter multiplicatively in system dynamics through input and output…
This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…