discrete time stochastic systems
RLS Wiener Predictor with Uncertain Observations in Linear Discrete Time Stochastic Systems
... v k and the observed values y k are used. More- over, Nakamori et al. [5], based on the innovation ap- proach, proposed the RLS Wiener fixed-point smoother and filter in linear discrete-time ...
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A weak bifucation theory for discrete time stochastic dynamical systems
... from time series of length 4000 from the symmetric hyperbolic tangent map given in equation (8) for different parameter ...longer time series (along with smaller bandwidths for the smoothers) are required ...
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Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique
... the discrete-time-state-feedback controlled ...robust discrete-time-state-feedback stabilization problem for a class of hybrid stochastic systems with a time-varying delay ...
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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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Mean square robust stability of stochastic switched discrete time systems with convex polytopic uncertainties
... of stochastic switched discrete time-delay systems with convex polytopic ...interval time-varying delays, which allows the delay to be a fast time-varying function and the lower ...
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Stabilisation of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
... Stochastic differential equations (SDEs) with Markovian switching in recent years have been at- tracting a lot of attention. We refer the readers to monographs [1, 2] on this field for the detailed introduction. ...
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Stabilisation by Stochastic Feedback Control Based on Discrete-time Observations
... the stochastic feedback controls is that the controls depend on the current state x(t) ...at discrete times such as 0, τ, 2τ, ...by discrete- time stochastic feedback control have been ...
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Networked iterative learning control for discrete time systems with stochastic packet dropouts in input and output channels
... linear time-invariant (LTI) multiple-input-multiple-output (MIMO) systems, where both the packet dropout and the communication delay of the system output are considered ...nonlinear systems with ...
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Discrete Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach
... Mathematics stochastic approximation algorithm is to find the optimum of a function, which cannot be computed directly, but only be estimated from noisy observations [24] [25] [26] [27], and its applications to ...
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Estimation for incomplete information stochastic systems from discrete observations
... of stochastic systems are described by stochastic differential equations [23], and sometimes the stochastic systems have incomplete ...information stochastic systems by ...
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Robust Finite Time H∞ Filtering for Discrete Time Markov Jump Stochastic Systems
... practical systems, it is only required that the system states remain within the given ...of stochastic nonlinear systems in ...linear systems was investigated in ...of stochastic ...
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Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control
... some stochastic systems, such as electric power systems, manufacturing systems and financial systems, may experience abrupt changes in their structures and parameters because of ...
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Robust quantised control of hybrid stochastic systems based on discrete-time state and mode observations
... hybrid stochastic systems based on discrete-time observations of state and ...all time t ≥ 0 (see ...on discrete-time observations of the state and ...also ...
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Region stability of linear stochastic discrete systems with time delays
... of discrete stochastic time-delay sys- ...of discrete stochastic time- delay ...linear stochastic discrete time-delay ...of discrete stochastic ...
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Robust stabilization of hybrid uncertain stochastic systems with time varying delay by discrete time feedback control
... practical systems, such as aircraft systems, chemical process systems and electrical networks systems, fre- quently encounter time ...control systems. Therefore, the problem of ...
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Time Decomposition for Diagnosis of Discrete Event Systems
... real time such that constraints on the com- putational time and memory space are ...any time a belief state that is consistent with the observable flow from the time when the system starts ...
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Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation
... Figure 2. Term structure as a function of the central tendency of the short rate. We use base parameters presented in the text to generate the term structure of zero rates. The underlying model is the discretized version ...
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Stability of semilinear discrete inclusions in a Hilbert space
... same time, to the best of our knowledge, the stability theory of nonlinear infinite dimensional discrete inclusions is at early stage of the ...of discrete inclusions in a Hilbert ...
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Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
... all time t ≥ ...at discrete times, say 0, τ, 2τ, · · · , where τ > 0 is the duration between two consecutive observations ...these discrete-time observations, namely the feedback control ...
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Discrete mechanics, “time machines” and hybrid systems
... In retrospect, the latter is understandable, since the outcome of the evolution of a classical object is deterministic and fixed, e.g., by initial conditions, to the extend that no additional (nonlinear) con- straints ...
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