Discrete time nonlinear filters with informative observations are stable.
Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and...
Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and...
Effet d'un bruit blanc sur l'oscillateur harmonique de dimension d
Existence of optimal nonanticipating controls in piecewise deterministic control problems
Optimal nonanticipating controls are shown to exist in nonautonomous piecewise deterministic control problems with hard terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls in deterministic control problems. The proof is based on well-known results on existence of deterministic optimal controls.
Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays.
Exponential stability of modified stochastic approximation procedure.
Exponential stability of stochastic discrete-time, periodic systems in Hilbert spaces.
Finite-time topological identification of complex network with time delay and stochastic disturbance
The topology identification issue of complex stochastic network with delay and stochastic disturbance is mainly introduced in this paper. It is known the time delay and stochastic disturbance are ubiquitous in real network, and they will impair the identification of network topology, and the topology capable of identifying the network within specific time is desired on the other hand. Based on these discussions, the finite-time identification method is proposed to solve similar issues problems....
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.
General decay stability for stochastic functional differential equations with infinite delay.
Identification with interruptions as an anti-bursting device
Indirect adaptive controller based on a self-structuring fuzzy system for nonlinear modeling and control
In this paper, a unified nonlinear modeling and control scheme is presented. A self-structuring Takagi-Sugeno (T-S) fuzzy model is used to approximate the unknown nonlinear plant based on I/O data collected on-line. Both the structure and the parameters of the T-S fuzzy model are updated by an on-line clustering method and a recursive least squares estimation (RLSE) algorithm. The rules of the fuzzy model can be added, replaced or deleted on-line to allow a more flexible and compact model structure....
Initial data stability and admissibility of spaces for Itô linear difference equations
The admissibility of spaces for Itô functional difference equations is investigated by the method of modeling equations. The problem of space admissibility is closely connected with the initial data stability problem of solutions for Itô delay differential equations. For these equations the -stability of initial data solutions is studied as a special case of admissibility of spaces for the corresponding Itô functional difference equation. In most cases, this approach seems to be more constructive...
Invariant probabilities for Feller-Markov chains.
Linear discrete-time systems with Markovian jumps and mode dependent time-delay: stability and stabilizability.
LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties
This paper studies an LMI optimization problem of delay-dependent robust stability criteria for stochastic systems with polytopic and linear fractional uncertainties. The delay is assumed to be time-varying and belong to a given interval, which means that lower and upper bounds of this interval time-varying delay are available. The uncertainty under consideration includes polytopic-type uncertainty and linear fractional norm-bounded uncertainty. Based on the new Lyapunov-Krasovskii functional, some...
Martingale criteria for stochastic stability
Mean square summability of solution of stochastic difference second-kind Volterra equation with small nonlinearity.
Mean stability of a stochastic difference equation
A simple personal saving model with interest rate based on random fluctuation of national growth rate is considered. We establish connections between the mean stochastic stability of our model and the deterministic stability of related partial difference equations. Then the asymptotic behavior of our stochastic model is studied. Although the model is simple, the techniques for obtaining its properties are not, and we make use of the theory of abstract Banach algebras and weighted spaces. It is hoped...