Journal ArticleDOI
Stochastic stability properties of jump linear systems
TLDR
In this paper, the authors studied stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties, and showed that all second moment stability properties are equivalent and are sufficient for almost sure sample path stabilisation.Abstract:
Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented. Finally, for one-dimensional jump linear system, it is proved that the region for delta -moment stability is monotonically converging to the region for almost sure stability at delta down arrow 0/sup +/. >read more
Citations
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Journal ArticleDOI
Stochastic H2 Optimal Control for a Class of Linear Systems with Periodic Coefficients
Vasile Dragan,Toader Morozan +1 more
TL;DR: It is proved that the optimal solution of the H 2 statefeedback control problem for time-varying periodic stochastic linear systems is a static gain which is also optimal in the class of all higher order controllers.
Proceedings ArticleDOI
Multiple descriptions for packetized predictive control over erasure channels
Jan Ostergaard,Daniel E. Quevedo +1 more
TL;DR: Stability is proved by showing that the networked control system with random delays and erasures on a data-rate limited forward channel between the controller and the plant can be cast as a Markov jump linear system with M+1 states.
Proceedings ArticleDOI
Hybrid and stochastic stabilization analysis and H/sub /spl infin// control for networked control systems
Yuequan Yang,De Xu,Min Tan +2 more
TL;DR: In this paper modeling for the setup of time driven sensor node and actuator node, and event driven controller node, is made with network-induced time-delay longer than one sampling, and a stochastic stabilization condition for this networked control system is given.
Proceedings ArticleDOI
Optimal Switching Synthesis for Jump Linear Systems With Gaussian Initial State Uncertainty
Kooktae Lee,Raktim Bhattacharya +1 more
TL;DR: A method to design an optimal switching sequence for jump linear systems with given Gaussian initial state uncertainty by minimizing the objective function that is expressed in terms of Wasserstein distance is provided.
Journal ArticleDOI
Control Effort Reduction in Tracking Feedback Laws
TL;DR: This work develops a path-following algorithm for redesign of tracking feedback laws to reduce the control effort, and illustrates it on a realistic hovercraft model.
References
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Book
Stochastic Stability and Control
TL;DR: In this article, a book on stochastic stability and control dealing with Liapunov function approach to study of Markov processes is presented, which is based on the work of this article.
Journal ArticleDOI
Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
Y. Ji,Howard J. Chizeck +1 more
TL;DR: In this paper, necessary and sufficient conditions for the existence of finite cost, constant, stabilizing controls for the infinite-time Markovian jump linear quadratic (JLQ) problem are established.
Random differential equations in control theory
TL;DR: In this article, the authors discuss control processes and optimization problems solutions by stochastic differential equations, discussing dynamic models and programming, linear filtering and optimal feedback, and discuss linear filtering with optimal feedback.
Journal ArticleDOI
A survey of stability of stochastic systems
TL;DR: The main purpose of this manuscript is to give some understanding of the subject of stability of stochastic systems by presenting some of the basic ideas as well as a survey of results that have appeared in the literature.
Journal ArticleDOI
Feedback control of a class of linear systems with jump parameters
TL;DR: In this paper, a class of linear systems are studied which are subject to sudden changes in parameter values and an algorithm similar in form to Kushner's stochastic maximum principle is derived.