Mean Square Stability Analysis of Stochastic Continuous-Time Linear Networked Systems
نویسندگان
چکیده
منابع مشابه
Mean Square Stability Analysis and Synthesis of Stochastic Continuous-time Linear Networked Systems
In this paper, we study the problem of stability analysis and controller synthesis of continuous-time linear networked systems in the presence of stochastic uncertainty. Stochastic uncertainty is assumed to enter multiplicatively in system dynamics through input and output channels of the plant. We used the mean square notion for stochastic stability to address the analysis and controller synth...
متن کاملMean-square Stability Control for Networked Systems with Stochastic Time Delay
This note is concerned with the problem of delaydistribution-dependent stability and stabilization for networked control systems with stochastic network induced delay and data packet dropout. The stochastic delay and data packet dropout are viewed as stochastic time-varying delay without any constraints on its derivative. Which is assumed to be satisfying a interval Bernoulli distribution. Due ...
متن کاملExponential Stability in Mean Square for a General Class of Discrete-time Linear Stochastic Systems
The problem of the mean square exponential stability for a class of discrete-time linear stochastic systems subject to independent random perturbations and Markovian switching is investigated. The case of the linear systems whose coefficients depend both to present state and the previous state of the Markov chain is considered. Three different definitions of the concept of exponential stability...
متن کاملA structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
We are concerned with a linear mean-square stability analysis of numerical methods applied to systems of stochastic differential equations (SDEs) and, in particular, consider the θ-Maruyama and the θ-Milstein method in this context. We propose a technique, based on the vectorisation of matrices and the Kronecker product, to deal with the matrix expressions arising in this analysis and provide t...
متن کاملA-stability and Stochastic Mean-square Stability∗
This note extends and interprets a result of Saito and Mitsui [SIAM J. Numer. Anal., 33 (1996), pp. 2254–2267] for a method of Milstein. The result concerns mean-square stability on a stochastic differential equation test problem with multiplicative noise. The numerical method reduces to the Theta Method on deterministic problems. Saito and Mitsui showed that the deterministic A-stability prope...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2018
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2018.2830882