The notion of stochastic controllability for linear systems subject to Markovian jumps in parameter values is studied. An algebraic necessary and sufficient condition is obtained in terms of an easily computable rank test.
Controllability of stochastic systems with random delay
β Scribed by A. N. V. Rao; C. T. Tsokos
- Publisher
- John Wiley and Sons
- Year
- 1980
- Tongue
- English
- Weight
- 266 KB
- Volume
- 96
- Category
- Article
- ISSN
- 0025-584X
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β¦ Synopsis
The object of the present paper is to study the stability behavior of a nonlinear stochastic differential system with random delay of the form i ( t ; (0) 2 / ( t , Z ( t ; CO), (0; u(t)) -1 d(t; UJ) @ ( Z ( ty ( t ; W ) ; CO)
where w E R, the supporting set of a probability measure space (Q, A , P), s ( t ; ( o ) in an 9a-dimensional random function; u(t) is tin m-dimensional control vector, A(t; W ) in an n x p matrix function tind @I in a p-dimensionzil random funrtion defined on RP Y R and y ( t ; OJ) is n random delay with ~( ( t ; w ) bring a p-dimensional observation vector defined a specific nay. Conditions are given that guarantee the existence of an admissible control u, under the influence of which the smiple paths of the stochastic system can be guided arbitrarily close to the origin with an assigned probtibility.
π SIMILAR VOLUMES
The classical theory of controllability for deterministic systems is extended to linear stochastic systems defined on infinite-dimensional Hilbert spaces. Three types of stochastic controllability are studied: approximate, complete, and S-controllability. Tests for complete, approximate, and S-contr
Relative controllability of nonlinear time-varying systems with time-variable delays in control is considered. Using Schauder's fixed point theorem, sufficient conditions for global relative controllability are given. The results obtained are a generalization of Davison [3], and Klamka [7].
## Abstract This paper is concerned with the reliable control problem against actuator failures for a class of uncertain discreteβtime stochastic nonlinear timeβdelay systems. The failures of actuators are quantified by a variable varying in a given interval. The stochastic nonlinearities described