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Stochastic and time-varying systems

State Estimation for Stochastic Time Varying Systems with Disturbance Rejection

State Estimation for Stochastic Time Varying Systems with Disturbance Rejection

... LTI systems, linear time varying (LTV) systems have been studied to a lesser ...LTV systems have been mainly focused on the design of algorithms minimizing the state estimation error ...

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RECURSIVE SUBSPACE PREDICTION OF LINEAR TIME-VARYING STOCHASTIC SYSTEMS* Kentaro Kameyama and Akira Ohsumi**

RECURSIVE SUBSPACE PREDICTION OF LINEAR TIME-VARYING STOCHASTIC SYSTEMS* Kentaro Kameyama and Akira Ohsumi**

... existing systems show time- varying and/or nonlinear behavior, and the non- linear systems are sometimes treated as (high- order) linear time-varying systems from the ...

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Asynchronous H∞ filtering for switched stochastic systems with time-varying delay

Asynchronous H∞ filtering for switched stochastic systems with time-varying delay

... switched stochastic systems with time-varying delay ∗ Jie Lian † Chunwei Mu † and Peng Shi ‡ Abstract– This paper considers the H ∞ filtering problem of discrete-time switched delay ...

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H ? filtering for stochastic singular fuzzy systems with time-varying delay

H ? filtering for stochastic singular fuzzy systems with time-varying delay

... for stochastic singular fuzzy systems with time- varying ...by stochastic uncertain exogenous disturbance and that the system dynamic is modeled by Ito-type stochastic ...

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Analysis of stochastic gradient tracking of time-varying polynomial Wiener systems

Analysis of stochastic gradient tracking of time-varying polynomial Wiener systems

... Wiener systems using a linear filter fol- lowed by a limited Taylor series expansion around the bias ...nonlinear systems with memory and this structure can be handled with this ...

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Fault detection and estimation for non Gaussian stochastic systems with time varying delay

Fault detection and estimation for non Gaussian stochastic systems with time varying delay

... Abstract In this paper, fault detection and estimation problem is studied for non-Gaussian stochastic systems with time varying delay. A new approach based on the output probability density ...

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Robust H∞ control for stochastic systems with nonlinearity, uncertainty and time-varying delay

Robust H∞ control for stochastic systems with nonlinearity, uncertainty and time-varying delay

... robust stochastic stabilization and H ∞ control for uncertain stochastic systems with time-varying delay and nonlinear ...and time delay is assumed to be bound and time ...

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Robust stabilization of hybrid uncertain stochastic systems with time varying delay by discrete time feedback control

Robust stabilization of hybrid uncertain stochastic systems with time varying delay by discrete time feedback control

... the time-varying delay is generally required to be a bounded differentiable function, which is ...uncertain stochastic systems with time-varying delay will be settled, but also ...

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Time varying Forgetting Factor Stochastic Gradient Algorithm for Nonlinear Systems with Color Noise

Time varying Forgetting Factor Stochastic Gradient Algorithm for Nonlinear Systems with Color Noise

... nonlinear systems with color noise, and introduces a new time-varying forgetting factor based stochastic gradient (TVFF-SG) algorithm to estimate the system ...the time-varying ...

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Dynamics of stochastic Boissonade system on the time varying domain

Dynamics of stochastic Boissonade system on the time varying domain

... the time- varying domains are interesting questions to study, and they have attracted a lot of atten- tions ...The stochastic dynamical systems defined on time-varying domains are ...

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Stability analysis for uncertain neutral type stochastic nonlinear systems with mixed time varying delays

Stability analysis for uncertain neutral type stochastic nonlinear systems with mixed time varying delays

... bounded time-varying ...Neutral-type stochastic differential equations, depend on the delays of state and state derivative simultaneously, are often encountered in various fields, such as automatic ...

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Bounded H∞ synchronization and state estimation for discrete time-varying stochastic complex for discrete time-varying stochastic complex networks over a finite horizon

Bounded H∞ synchronization and state estimation for discrete time-varying stochastic complex for discrete time-varying stochastic complex networks over a finite horizon

... as time-varying networks or structural nonstationary networks, which are com- mon in biological ...for time-varying complex networks has received some scattered research interest, where most ...

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Outer synchronization of stochastic complex networks with time varying delay

Outer synchronization of stochastic complex networks with time varying delay

... of stochastic complex net- works with time-varying delay (SCNVD) is studied in this ...of stochastic time-varying delayed differential equations is assigned at each vertex, and ...

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Exponential stabilization for nonlinear switched stochastic systems with interval time varying delay under asynchronous switching

Exponential stabilization for nonlinear switched stochastic systems with interval time varying delay under asynchronous switching

... tic systems with interval time-varying delay based on time-dependent switching signal for the matched and mismatched sections, ...the time delay, using the matrix inequality technique ...

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Efficiency of health systems in sub Sahara Africa: a comparative analysis of time varying stochastic frontier models

Efficiency of health systems in sub Sahara Africa: a comparative analysis of time varying stochastic frontier models

... health systems in sub-Sahara Africa (SSA) and to compare efficiency estimates from various time-varying frontier ...Parametric time-varying stochastic frontier models were used ...

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Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique

Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique

... hybrid stochastic systems with time- varying delay by feedback controls based on discrete-time state ...and time lags are established just under a weaker condition that the ...

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Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time varying delays

Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time varying delays

... nonlinear stochastic systems; mean square exponential stability; transcendental equation 1 Introduction In the recent few decades, nonlinear stochastic systems have been widely studied by many ...

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Stochastic power control for time-varying longterm fading wireless channels

Stochastic power control for time-varying longterm fading wireless channels

... slower time scale (following lognormal shadowing variations for ...and time [13, 14, 15]. In this paper the time-varying lognormal wireless channel model is described by stochastic ...

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Adaptive synchronization of the stochastic delayed RDNNs with unknown time varying parameters

Adaptive synchronization of the stochastic delayed RDNNs with unknown time varying parameters

... nervous systems, stochastic disturbances are probably the main re- sources of the performance degradations of the implemented ...real time dynamical systems, the time delays are ...

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Bounded Error Identification of Systems With Time-Varying Parameters

Bounded Error Identification of Systems With Time-Varying Parameters

... Research activity in system identification has been strong in recent years. New identification technics are needed for advance robust and adaptive control. Different identifica- tion schemes can be considered depending on ...

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