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Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging…

统计计算 · 统计学 2015-02-17 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…

动力系统 · 数学 2014-11-04 Vladimir Y. Protasov , Raphael M. Jungers

This paper considers the problem of robust stability for a class of uncertain nonlinear quantum systems subject to unknown perturbations in the system Hamiltonian. The nominal system is a linear quantum system defined by a linear vector of…

量子物理 · 物理学 2016-11-17 Ian R. Petersen

A new method for stability assessment of inverter-based microgrids is presented in this paper. It leverages the notion of critical clusters -- a localized group of inverters with parameters having the highest impact on the system stability.…

系统与控制 · 电气工程与系统科学 2020-07-21 Andrey Gorbunov , Petr Vorobev , Jimmy Chih-Hsien Peng

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…

动力系统 · 数学 2020-01-22 Mark A. Pinsky , Steve Koblik

The stability of interconnected linear time-invariant systems using singular values and the small gain theorem has been studied for many decades. The methods of mu-analysis and synthesis has been extensively developed to provide robustness…

系统与控制 · 电气工程与系统科学 2024-12-19 Luke Woolcock , Robert Schmid

Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…

系统与控制 · 电气工程与系统科学 2021-11-02 A. R. Tavakolpour-Saleh

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

机器学习 · 计算机科学 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

This work is focused on the extension and assessment of the monotonicity-preserving scheme in [3] and the local bounds preserving scheme in [5] to hierarchical octree adaptive mesh refinement (AMR). Whereas the former can readily be used on…

数值分析 · 数学 2020-06-24 Jesus Bonilla , Santiago Badia

We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…

概率论 · 数学 2013-11-26 Oleg Butkovsky

We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics, and the ones obtained by combining them, are often called performability measures. We show that this computational…

数值分析 · 数学 2019-10-11 Giulio Masetti , Leonardo Robol

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

最优化与控制 · 数学 2018-11-27 Georgios Kotsalis , Guanghui Lan

We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…

概率论 · 数学 2007-05-23 Luigi Ambrosio , Giuseppe Savare , Lorenzo Zambotti

This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…

统计理论 · 数学 2012-07-12 Romain Azaïs , François Dufour , Anne Gégout-Petit

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

最优化与控制 · 数学 2020-12-08 Andrey Tremba

We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…

动力系统 · 数学 2026-03-26 Philipp Gohlke , Andrew Mitchell

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

系统与控制 · 电气工程与系统科学 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

This paper presents a robust fixed lag smoother for a class of nonlinear uncertain systems. A unified scheme, which combines a nonlinear robust estimator with a stable fixed lag smoother, is presented to improve the error covariance of the…

系统与控制 · 计算机科学 2013-09-10 Obaid Ur Rehman , Ian R. Petersen

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

最优化与控制 · 数学 2011-10-04 Debasish Chatterjee , Daniel Liberzon

Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

概率论 · 数学 2024-04-03 Karim Abbas , Joost Berkhout , Bernd Heidergott