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相关论文: Stability analysis of positive semi-Markovian jump…

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In this paper, we study the problem of optimizing the stability of positive semi-Markov jump linear systems. We specifically consider the problem of tuning the coefficients of the system matrices for maximizing the exponential decay rate of…

系统与控制 · 计算机科学 2020-09-22 Chengyan Zhao , Masaki Ogura , Kenji Sugimoto

In this paper, we give a necessary and sufficient condition for mean stability of switched linear systems having a Markov regenerative process as its switching signal. This class of switched linear systems, which we call Markov regenerative…

系统与控制 · 计算机科学 2016-11-04 Masaki Ogura , Victor M. Preciado

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…

系统与控制 · 计算机科学 2014-11-24 Collin C. Lutz , Daniel J. Stilwell

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…

系统与控制 · 计算机科学 2016-11-26 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun

This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…

最优化与控制 · 数学 2015-09-04 Yong Zhao , Weihai Zhang

This paper investigates the mean stability of a class of discrete-time stochastic switched linear systems using the $L^p$-norm joint spectral radius of the probability distributions governing the switched systems. First we prove a converse…

最优化与控制 · 数学 2016-11-04 Masaki Ogura , Clyde F. Martin

In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density…

系统与控制 · 计算机科学 2014-03-12 Kooktae Lee , Abhishek Halder , Raktim Bhattacharya

This paper investigates the stability of switched linear systems whose switching signal is modeled as a stochastic process called a regenerative process. We show that the mean stability of such a switched system is characterized by the…

最优化与控制 · 数学 2016-11-04 Masaki Ogura , Clyde F. Martin

In this paper we study the state-feedback stabilization of a discrete-time Markov jump linear system when the observation of the Markov chain of the system, called the Markov state, is time-randomized by another Markov chain. Embedding the…

最优化与控制 · 数学 2016-11-04 Masaki Ogura , Ahmet Cetinkaya

In this paper, we analyze the instability of continuous-time Markov jump linear systems. Although there exist several effective criteria for the stability of Markov jump linear systems, there is a lack of methodologies for verifying their…

最优化与控制 · 数学 2018-06-13 Wenjie Mei , Masaki Ogura

In this paper we show that if a linear cocycle is robustly periodical stable then it is uniformly stable.

动力系统 · 数学 2013-12-18 Xiongping Dai

This paper investigates almost sure exponential stabilization of continuous-time Markov jump linear systems (MJLSs) under communication data-rate constraints by introducing sampling and quantization into the feedback control. Different from…

动力系统 · 数学 2021-10-29 Jingyi Wang , Jianwen Feng , Chen Xu , Xiaoqun Wu , Jinhu Lü

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

动力系统 · 数学 2022-03-08 Nguyen Khoa Son , Le Van Ngoc

We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that…

概率论 · 数学 2013-09-02 Xiongping Dai , Yu Huang , Mingqing Xiao

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

概率论 · 数学 2015-03-13 Chenggui Yuan , Jianhai Bao

This paper introduces sufficient Lyapunov conditions guaranteeing exponential mean square stability of discrete-time systems with markovian delays. We provide a transformation of the discrete-time system with markovian delays into a…

系统与控制 · 电气工程与系统科学 2021-04-28 Anastasia Impicciatore , Maria Teresa Grifa , Pierdomenico Pepe , Alessandro D'Innocenzo

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…

最优化与控制 · 数学 2018-02-09 Sai Pushpak , Amit Diwadkar , Umesh Vaidya

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

概率论 · 数学 2025-11-13 Asaf Cohen , Ethan Huffman

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

概率论 · 数学 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

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…

系统与控制 · 计算机科学 2015-11-13 Kooktae Lee , Raktim Bhattacharya
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