ترغب بنشر مسار تعليمي؟ اضغط هنا

Stochastic Weak Passivity Based Stabilization of Stochastic Systems with Nonvanishing Noise

85   0   0.0 ( 0 )
 نشر من قبل Zhou Fang
 تاريخ النشر 2016
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to the loss of stochastic passivity at the desired state if a radially unbounded Lyapunov function is expected as the storage function. To characterize a certain (globally) stable behavior for such a class of systems, the stochastic asymptotic weak stability is proposed in this paper which suggests the transition measure of the state to be convergent and the ergodicity. By defining stochastic weak passivity that admits stochastic passivity only outside a ball centered around the desired state but not in the whole state space, we develop stochastic weak passivity theorems to ensure that the stochastic systems with nonvanishing noise can be globallylocally stabilized in weak sense through negative feedback law. Applications are shown to stochastic linear systems and a nonlinear process system, and some simulation are made on the latter further.



قيم البحث

اقرأ أيضاً

423 - Yanxia Zhang , Yanfei Jin 2020
A stochastic averaging technique based on energy-dependent frequency is extended to dynamical systems with triple-well potential driven by colored noise. The key procedure is the derivation of energy-dependent frequency according to the four differen t motion patterns in triple-well potential. Combined with the stochastic averaging of energy envelope, the analytical stationary probability density (SPD) of tri-stable systems can be obtained. Two cases of strongly nonlinear triple-well potential systems are presented to explore the effects of colored noise and validate the effectiveness of the proposed method. Results show that the proposed method is well verified by numerical simulations, and has significant advantages, such as high accuracy, small limitation and easy application in multi-stable systems, compared with the traditional stochastic averaging method. Colored noise plays a significant constructive role in modulating transition strength, stochastic fluctuation range and symmetry of triple-well potential. While, the additive and multiplicative colored noises display quite different effects on the features of coherence resonance (CR). Choosing a moderate additive noise intensity can induce CR, but the multiplicative colored noise cannot.
This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed via Lyapu nov theory. In this proposed theorem, it is shown that under a condition on the Lipchitz constant of the perturbation kernel, the trajectories remain stochastically bounded in the sense of the proposed definitions and the bounds are calculated. Also, the limiting behavior of the trajectories have been studied. At the end an illustrative example is presented, which shows the effectiveness of the proposed theory.
In this paper, we propose a method for bounding the probability that a stochastic differential equation (SDE) system violates a safety specification over the infinite time horizon. SDEs are mathematical models of stochastic processes that capture how states evolve continuously in time. They are widely used in numerous applications such as engineered systems (e.g., modeling how pedestrians move in an intersection), computational finance (e.g., modeling stock option prices), and ecological processes (e.g., population change over time). Previously the safety verification problem has been tackled over finite and infinite time horizons using a diverse set of approaches. The approach in this paper attempts to connect the two views by first identifying a finite time bound, beyond which the probability of a safety violation can be bounded by a negligibly small number. This is achieved by discovering an exponential barrier certificate that proves exponentially converging bounds on the probability of safety violations over time. Once the finite time interval is found, a finite-time verification approach is used to bound the probability of violation over this interval. We demonstrate our approach over a collection of interesting examples from the literature, wherein our approach can be used to find tight bounds on the violation probability of safety properties over the infinite time horizon.
133 - Xin Liu , Zhenxin Liu 2020
In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic, pseudo-peri odic, pseudo-recurrent and Poisson stable) solutions for semilinear stochastic differential equations driven by infinite dimensional Levy noise with large jumps. Under suitable conditions on drift, diffusion and jump coefficients, we prove that there exist solutions which inherit the Poisson stability of coefficients. Further we show that these solutions are globally asymptotically stable in square-mean sense. Finally, we illustrate our theoretical results by several examples.
207 - Juan Li , Shanjian Tang 2012
In this paper we study the optimal stochastic control problem for stochastic differential systems reflected in a domain. The cost functional is a recursive one, which is defined via generalized backward stochastic differential equations developed by Pardoux and Zhang [20]. The value function is shown to be the unique viscosity solution to the associated Hamilton-Jacobi-Bellman equation, which is a fully nonlinear parabolic partial differential equation with a nonlinear Neumann boundary condition. For this, we also prove some new estimates for stochastic differential systems reflected in a domain.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا