stochastic discrete time uncertain systems
Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control
... hybrid stochastic differential equations (SDEs) with norm bounded uncertainties by feedback controls based on the discrete-time observations of both state and ...
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Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique
... that time delay frequently occurs in various dynamic systems and, very often, it has an unstable effect and leads to poor performance of control ...hybrid stochastic time-delay systems ...
13
Robust Preview Control for a Class of Uncertain Discrete Time Lipschitz Nonlinear Systems
... the discrete linear preview tracking ...of uncertain linear discrete-time ...and discrete-time linear descriptor systems was developed via the classical difference ...the ...
17
Improved Results on Delay-range-dependent Robust Stability Criteria of Uncertain Neutral Systems with Mixed Interval Time-varying Delays
... neutral systems with constants or time-varying delays has attracted considerable attention during the past few decades [2], [3], [6], [17], [22], [23], [28], [29], [31], [33], [45], ...neutral ...
14
Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations
... To uncertain systems, the problem has been called robust ...unstable uncertain system becomes stable ...bilinear uncertain time-delay stochastic systems with markovian ...
13
Robust Finite Time H∞ Filtering for Discrete Time Markov Jump Stochastic Systems
... [11] Amato, F., Ambrosino, R., Ariola, M. and De Tommasi, G. (2011) Finite-Time Sta- bility of Impulsive Dynamical Linear Systems Subject to Norm-Bounded Uncertain- ties. International Journal of ...
10
Linear Uncertain Discrete Time Delay System: A Survey
... with systems with multiple constant delays, unknown or time-varying delays belonging to intervals, or no ...to discrete-time fuzzy and stochastic systems as well as in extending ...
6
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 ...
22
H∞ Preview Control of a Class of Uncertain Discrete Time Systems
... for discrete-time constant coefficient linear systems, Katayama et ...continuous-time systems and derived an augmented error system similar to that of the discrete-time ...
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Robust stabilization of hybrid uncertain stochastic systems with time varying delay by discrete time feedback control
... bilinear uncertain time-delay stochastic systems with Markovian jumping parameters in the mean-square ...hybrid stochastic differential equations by stochastic feedback ...
17
RLS Wiener Predictor with Uncertain Observations in Linear Discrete Time Stochastic Systems
... The current paper’s main contribution is the derivation of a recursive least-squares algorithm for the predictor and filter design in systems with non-independent uncer- tain observations, using covariance ...
7
Discrete-time option pricing with stochastic liquidity
... transitory, which is reflected by the high values for the estimates of the parameter κ. These values fit well our observation of the bid-ask spreads over time in Panel B of Figure 1. The persistence of liquidity ...
47
Delay-dependent robust stability of stochastic delay systems with Markovian switching
... of uncertain hybrid stochastic delay systems, which exploits the advantages of structure of the diffusion and reduces the conservatism of the existing ...
6
LMI approach to robust stability and stabilization of nonlinear uncertain discrete time systems with convex polytopic uncertainties
... linear discrete-time systems with both time-varying delays and polytopic uncertainties has not been fully ...of discrete and continuous polytopic systems without time ...
14
Design of a Sliding Mode Controller (SMC) based on Reaching Law
... the discrete time sliding mode approach is very attractive due to the possibility of easy implementation in digital controllers, and this approach has been developed by several researchers ...
5
Stability analysis for uncertain neutral type stochastic nonlinear systems with mixed time varying delays
... Neutral-type stochastic differential equations, depend on the delays of state and state derivative simultaneously, are often encountered in various fields, such as automatic con- trol, aircraft stabilization, ...
17
Stability criteria on delay dependent robust stability for uncertain neutral stochastic nonlinear systems with time delay
... for uncertain neutral stochastic nonlinear systems with ...nonlinear stochastic time-delay systems to the uncertain neutral stochastic ...of time-delay, the ...
19
New delay dependent observer based control for uncertain stochastic time delay systems
... Uncertain stochastic time-delay systems have come to play an important role in many branches of science and engineering ...for stochastic time-delay systems have been ...
14
Integrated optimal control and parameter estimation algorithms for discrete time nonlinear stochastic dynamical systems
... nonlinear stochastic optimal control problems in discrete-time based on the principle of model-reality ...of discrete-time nonlinear optimal control problems, both for deterministic and ...
60
Discrete-Time Signals and Systems
... Signal-processing systems may be classified along the same lines as ...continuous-time systems are systems for which both the input and the output are continuous-time signals, and ...
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