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A known result in the stability theory of stochastic systems with nonlinear Lipschitz-bounded noise intensity states that the robust stability radius of such a stochastic system is equal to the inverse of the H2 norm of its `noise-to-output' transfer function. This paper extends this result to the case where one is interested in the diagonal stability of the system under consideration. This problem...
In this paper, inverse optimal control design is applied to quantify performance of linear cooperative systems. It is known that a cooperative control consists of an individual negative feedback and a network positive feedback and that, if the sensing/communication matrix sequence is sequentially complete (or the graph has a globally reachable node or a spanning tree), the corresponding network system...
The notions of the practical stability in probability and in the pth mean, and the practical controllability in probability and in the pth mean, are introduced for some stochastic systems with Markovian jump parameters and time-varying delays. Sufficient conditions on such practical properties are obtained by using the comparison principle and the Lyapunov function methods. Besides, for a class of...
This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time-delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, a sufficient condition on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms...
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