Stability of stochastic differential equations with Markovian switching
TLDR
In this paper, the authors discuss the exponential stability of nonlinear stochastic differential equations with Markovian switching and show that the stability can be improved by using Markovians.About:
This article is published in Stochastic Processes and their Applications.The article was published on 1999-01-01 and is currently open access. It has received 714 citations till now. The article focuses on the topics: Stochastic partial differential equation & Stochastic differential equation.read more
Citations
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Journal ArticleDOI
Bumpless Transfer <i>H</i>∞ Anti-Disturbance Control of Switching Markovian LPV Systems Under the Hybrid Switching
TL;DR: In this article , a hybrid switching law making full use of determinacy and randomness is proposed to improve the bumpless transfer anti-disturbance level by introducing a fixed dwell time in random switching.
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Fault Estimation for T-S Fuzzy Markovian Jumping Systems based on the Adaptive Observer
TL;DR: In this paper, the adaptive fault estimation problem is studied for a class of stochastic Markovian jumping systems (MJSs) with time delays and nonlinear parameters.
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Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations
TL;DR: This work aims to extend X.R. Mao's work on stabilization of hybrid stochastic differential equations by discrete-time feedback control to study the feedback control depending on discrete- time observations of the state process and the switching process.
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Stability of nonlinear asynchronous systems
TL;DR: This work studies the behavior of this class of nonlinear asynchronous systems defined by two different modes of operation, one stable and the other one unstable, and provides existential results of conditions on this rate constraint under which various types of stability of the origin of the non linear asynchronous system can be assured.
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Full State Constrained Adaptive Fuzzy Control for Stochastic Nonlinear Switched Systems With Input Quantization
Zheng Wang,Jianping Yuan +1 more
TL;DR: A fuzzy adaptive full state constrained control approach is proposed for a class of stochastic switched systems subject to quantized input signals and actuator faults and it is proved that all the signals in the closed-loop system is semiglobally uniformly ultimately bounded.
References
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Book
Nonnegative Matrices in the Mathematical Sciences
TL;DR: 1. Matrices which leave a cone invariant 2. Nonnegative matrices 3. Semigroups of non negative matrices 4. Symmetric nonnegativeMatrices 5. Generalized inverse- Positivity 6. M-matrices 7. Iterative methods for linear systems 8. Finite Markov Chains
BookDOI
Stochastic differential equations and applications
TL;DR: In this paper, the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form, are discussed, as well as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists.
Book
Applied Theory of Functional Differential Equations
TL;DR: In this paper, the authors present an overview of state estimates of stochastic systems with delay and their control for deterministic FEDs, including optimal control of Stochastic Delay Systems.