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In this paper, we study the long-time behavior of a stochastic heat equation with multiplicative noise and localized control. We begin by analyzing the uncontrolled dynamics and derive explicit decay rates for both mean-square and almost…

最优化与控制 · 数学 2026-04-13 Víctor Hernández-Santamaría , Kévin Le Balc'h , Liliana Peralta

This note studies the robust output feedback stabilization problem of a class of multi-input multi-output invertible nonlinear systems, for which an "ideal" state feedback based on feedback linearization can be designed under certain mild…

系统与控制 · 电气工程与系统科学 2021-01-07 Lei Wang , Christopher M. Kellett

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

动力系统 · 数学 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

We consider the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems, with linearly parameterised uncertainty. Assuming a region of the state space…

系统与控制 · 电气工程与系统科学 2024-12-06 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

系统与控制 · 电气工程与系统科学 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communication, computer, and road traffic systems. They typically…

概率论 · 数学 2023-09-04 Jaap Storm , Wouter Kager , Michel Mandjes , Sem Borst

We propose a general approach to the question of how biological rhythms spontaneously self-regulate, based on the concept of ``stochastic feedback''. We illustrate this approach by considering the neuroautonomic regulation of the heart…

统计力学 · 物理学 2009-10-30 Plamen Ch. Ivanov , Luis A. N. Amaral , Ary Goldberger , H. Eugene Stanley

In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…

应用统计 · 统计学 2019-08-19 Michael LuValle

-This work addresses output feedback stabilization via event triggered output feedback. In the first part of the paper, linear systems are considered, whereas the second part shows that a dynamic event triggered output feedback control law…

动力系统 · 数学 2016-05-25 Johan Peralez , Vincent Andrieu , Madiha Nadri , Ulysse Serres

We present an analytical model to study the role of expectation feedbacks and overlapping portfolios on systemic stability of financial systems. Building on [Corsi et al., 2016], we model a set of financial institutions having Value at Risk…

综合经济学 · 经济学 2018-07-23 Piero Mazzarisi , Fabrizio Lillo , Stefano Marmi

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

最优化与控制 · 数学 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

We extend the setup in our previous paper to deal with the case in which more than one steady state may exist in feedback configurations. This provides a foundation for the analysis of multi-stability and hysteresis behaviour in high…

最优化与控制 · 数学 2007-05-23 David Angeli , Eduardo D. Sontag

Prior research has shown that autocorrelation and variance in voltage measurements tend to increase as power systems approach instability. This paper seeks to identify the conditions under which these statistical indicators provide reliable…

物理与社会 · 物理学 2015-04-23 Goodarz Ghanavati , Paul D. H. Hines , Taras I. Lakoba

We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…

其他凝聚态物理 · 物理学 2015-06-25 Toru Ohira

As attribution-based explanation methods are increasingly used to establish model trustworthiness in high-stakes situations, it is critical to ensure that these explanations are stable, e.g., robust to infinitesimal perturbations to an…

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

动力系统 · 数学 2008-11-25 Jinqiao Duan

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

统计力学 · 物理学 2016-03-23 Stephan Eule , Jakob Metzger

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

最优化与控制 · 数学 2020-05-01 Martin A Sehr , Robert R Bitmead

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

机器人学 · 计算机科学 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

Recently developed control methods with strong disturbance rejection capabilities provide a useful option for control design. The key lies in a general concept of disturbance and effective ways to estimate and compensate the disturbance.…

最优化与控制 · 数学 2018-01-19 Wuhua Hu , Eduardo F. Camacho , Lihua Xie