相关论文: A Contraction Theory Approach to Stochastic Increm…
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 establish two concentration inequalities for nonlinear stochastic system under time-varying contraction conditions. The key to our approach is an energy function termed Averaged Moment Generating Function (AMGF). By combining it 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…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
A method is presented to analyze the stability of feedback systems with neural network controllers. Two stability theorems are given to prove asymptotic stability and to compute an ellipsoidal inner-approximation to the region of attraction…
In this paper, the incremental stability of interconnected switched nonlinear systems is discussed. The nature of switching considered is state-dependent. The incremental stability of the switched interconnected system is a stronger…
We use the entropy method to analyze the nonlinear dynamics and stability of a continuum kinetic model of an active nematic suspension. From the time evolution of the relative entropy -- an energy-like quantity in the kinetic model -- we…
When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…
In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…
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…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic…
This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…
This paper tackles the problem of nonlinear systems, with sublinear growth but unbounded control, under perturbation of some time-varying state constraints. It is shown that, given a trajectory to be approximated, one can find a neighboring…
An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the…
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…
Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…