Search results for "Stochastic switched system"

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Robust reliable passive control of uncertain stochastic switched time-delay systems

2014

This paper investigates the problem of robust reliable passive control for a class of uncertain stochastic switched time-delay systems with actuator failures. The multiple Lyapunov functions (MLFs) technique is exploited to derive a delay-dependent sufficient condition for the stochastic switched time-delay systems to be passive and exponentially stable under a state-based switching law. Moreover, the proposed approach is extended to investigate stochastic switched systems with structured uncertainties. Finally, two numerical examples are presented to illustrate the effectiveness of the proposed method.

Lyapunov functionClass (set theory)Applied MathematicsMultiple Lyapunov functionsPassive controlComputational Mathematicssymbols.namesakeMultiple Lyapunov functions; Reliable passive control; Stochastic switched systems; Time-delay; Computational Mathematics; Applied MathematicsStochastic switched systemsExponential stabilityControl theorysymbolsTime-delayState (computer science)ActuatorReliable passive controlMathematicsApplied Mathematics and Computation
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Stability analysis for stochastic hybrid systems: A survey

2014

This survey addresses stability analysis for stochastic hybrid systems (SHS), which are dynamical systems that combine continuous change and instantaneous change and that also include random effects. We re-emphasize the common features found in most of the models that have appeared in the literature, which include stochastic switched systems, Markov jump systems, impulsive stochastic systems, switching diffusions, stochastic impulsive systems driven by renewal processes, diffusions driven by Lévy processes, piecewise-deterministic Markov processes, general stochastic hybrid systems, and stochastic hybrid inclusions. Then we review many of the stability concepts that have been studied, inclu…

Lyapunov functionLyapunov stabilityContinuous-time stochastic processLyapunov functionDynamical systems theoryStochastic differential equationMarkov chainStochastic stabilityConverse theoremStochastic hybrid systemsymbols.namesakeStochastic differential equationSettore ING-INF/04 - AutomaticaControl and Systems EngineeringControl theoryHybrid systemStability theorysymbolsSwitching diffusionStochastic optimizationElectrical and Electronic EngineeringRobustnessStochastic switched systemMathematics
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