discrete-time nonlinear stochastic system
Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System
... in discrete nonlinear time-varying stochastic difference ...conditionally nonlinear filtering estimates that their weights depend only on time instants, in contrast to ...
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Stabilisation by Stochastic Feedback Control Based on Discrete-time Observations
... unstable system or to make a system even more stable when it is already stable [2], [7], [9], ...the nonlinear scalar differential equation dx(t) dt = f (x(t)) is unstable but it can be stabilized by ...
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Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model Reality Differences
... the discrete time nonlinear stochastic optimal control problem with the different structure and ...of system optimization and parameter estimation is the main feature of this algorithm, ...
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Robust Finite Time H∞ Filtering for Discrete Time Markov Jump Stochastic Systems
... the system states remain within the given ...of stochastic nonlinear systems in ...of stochastic system. A robust finite-time filter was established for singular ...
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Integrated optimal control and parameter estimation algorithms for discrete time nonlinear stochastic dynamical systems
... The principle of model-reality differences has attracted the researchers to apply the DISOPE algorithm to solving real optimal control problems. These applications include fed-batch fermentation process (Becerra and ...
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Robust Preview Control for a Class of Uncertain Discrete Time Lipschitz Nonlinear Systems
... closed-loop system by utilizing the known future information about reference signals or disturbances ...closed-loop system and reducing energy ...the discrete linear preview tracking ...linear ...
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Robust stabilization of hybrid uncertain stochastic systems with time varying delay by discrete time feedback control
... a system is unstable, we usually need to design controllers to stabilize the original ...uncertain time-delay stochastic systems with Markovian jumping parameters in the mean-square ...hybrid ...
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Almost sure exponential stabilization by discrete-time stochastic feedback control
... the nonlinear stabilization problem by a discrete- time stochastic feedback ...the discrete-time stochastic feedback control is because that the state of the given ...
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Output regulation for discrete time nonlinear stochastic optimal control problems with model reality differences
... Abstract. In this paper, we propose an output regulation approach, which is based on principle of model-reality differences, to obtain the optimal output measurement of a discrete-time nonlinear ...
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Discrete Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach
... the nonlinear optimal control problem, especially for dis- crete-time nonlinear stochastic optimal control problem, is proposed [14] [15] [16] ...where system optimization and parameter ...
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Global and local stability analysis in a nonlinear discrete time population model
... Real-world problems can be solved by examining the models created via differential or difference equations. The population models in ecology and biology are generally con- firmed by such equations (see, for instance, [, ...
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State estimation for discrete time systems with generalized Lipschitz nonlinear dynamics
... of discrete-time systems with generalized Lipschitz nonlinear ...the system nonlinearities satisfy a quadratically inner-boundedness condition, we design both the full-order observer and the ...
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Neural Network PID Algorithm for a Class of Discrete-Time Nonlinear Systems
... of system can be ignored in the range of error allowed except the sudden change of desired ...the system identi- fication in nonlinear ...adjustment time and adjustment amplitude of the new ...
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Stabilization of nonlinear discrete time systems via a digital communication channel
... of nonlinear discrete-time systems via a digital communication ...the nonlinear perturbation, we establish su ffi cient conditions for the global and local stabilizability of semilinear and ...
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Stabilization of company’s income modeled by a system of discrete stochastic equations
... a system of difference equations where the coefficients depend on Markov ...the system are derived and used in the investigation of mode stability of company’s ...
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Input to state stability for parameterized discrete time time varying nonlinear systems with applications
... using time-varying ...for time- varying nonlinear systems are [3, ...on discrete-time systems are given in [6, 14], where asymp- totic stability for discrete-time ...
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Synchronization of a class of uncertain stochastic discrete time delayed neural networks
... lems, pattern recognition, and so on. Therefore, it is not easy to achieve the control and synchronization of these systems. In [, , , ], by drive-response method, some re- sults are given for different type neural ...
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Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
... Though the standard SV model is able to capture volatility clustering typically exhibited by financial and economic time series, the model implied kurtosis is often far too small to match the sample kurtosis ...
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Asymptotic Behavior of a Discrete Nonlinear Oscillator with Damping Dynamical System
... We propose a new discrete version of nonlinear oscillator with damping dynamical system governed by a general maximal monotone operator. We show the weak convergence of solutions and their weighted ...
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Stability analysis of a discrete competitive system with nonlinear interinhibition terms
... It is well known that, compared to the continuous-time systems, the discrete-time ones are more difficult to deal with. Stimulated by the works of Chen and Teng [], Qin, Liu, and Chen [], and Chen ...
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