相关论文: Stability analysis and stabilization of stochastic…
In this paper we introduce the notion of a patient first-mean stable system. Such systems are switched systems that are first-mean stable meaning that they converge to a globally attracting fixed point on average. They are also patient so…
In this paper, we investigate asymptotic stability of linear time-varying systems with (sub-) stochastic system matrices. Motivated by distributed dynamic fusion over networks of mobile agents, we impose some mild regularity conditions on…
This work proposes a notion of robust reachability of one set from another set under constant control. This notion is used to construct a control strategy, involving sequential set-to-set reachability, which guarantees robust global…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…
The classical stability margin analysis based on the linearized model is widely used in practice even in nonlinear systems. Although linear analysis techniques are relatively standard and have simple implementation structures, they are…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the superstatistical approach. The conditions at which the Shannon entropy functional leads to a…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
We introduce a two-state non-conserving driven-diffusive system in one-dimension under a discrete-time updating scheme. We show that the steady-state of the system can be obtained using a matrix product approach. On the other hand, the…
This paper deals with the analysis of input/output-to-state stability (IOSS) and construction of state-norm estimators for continuous-time switched nonlinear systems under restricted switching. Our contributions are twofold. First, given a…
In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…
Turbulence in wall-bounded flows is characterized by stable statistics. Although, in many turbulent systems, this stable statistical state corresponds to a stable fixed point of an associated statistical state dynamics (SSD) closed at…
This paper is concerned with the problem of robust reliable control for a class of uncertain 2D discrete switched systems with state delays represented by a model of Roesser type. The parameter uncertainties are assumed to be norm-bounded.…
In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…
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…
The paper considers the design of a nonlinear dissipative impulsive observer based on non-periodic discrete-time measurements. Sufficient conditions are derived for (i) exponential convergence of the observer in absence of measurement…
We consider regression in which one predicts a response $Y$ with a set of predictors $X$ across different experiments or environments. This is a common setup in many data-driven scientific fields and we argue that statistical inference can…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
We consider bimodal planar switched linear systems and obtain dwell time bounds which guarantee their asymptotic stability. The dwell time bound obtained is a smooth function of the eigenvectors and eigenvalues of the subsystem matrices. An…
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…