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Stability Analysis of Discrete-Time Linear Systems with Unbounded Stochastic Delays
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0003-4733-2240
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0003-1149-4715
KTH, School of Electrical Engineering (EES), Automatic Control.
KTH, School of Electrical Engineering (EES), Automatic Control.
2015 (English)In: 5th IFAC Workshop on Distributed Estimation and Control of Networked Systems (NECSYS), Elsevier, 2015, Vol. 48Conference paper, Published paper (Refereed)
Abstract [en]

This paper investigates the stability of discrete-time linear systems with stochastic delays. We assume that delays are modeled as random variables, which take values in integers with a certain probability. For the scalar case, we provide an analytical bound on the probability to guarantee the stability of linear systems. In the vector case, we derive a linear matrix inequality condition to compute the probability for ensuring the stability of closed-loop systems. As a special case, we also determine the step size of gradient algorithms with stochastic delays in the unconstrained quadratic programming to guarantee convergence to the optimal solution. Numerical examples are provided to show the effectiveness of the proposed analysis techniques.

Place, publisher, year, edition, pages
Elsevier, 2015. Vol. 48
Keyword [en]
Delay, Ranodom delay, Stochastic system
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-183459Scopus ID: 2-s2.0-84992490272OAI: oai:DiVA.org:kth-183459DiVA: diva2:911487
Conference
5th IFAC Workshop on Distributed Estimation and Control in Networked Systems NecSys 2015 — Philadelphia, 10-11 September 2015
Note

QC 20160315

Available from: 2016-03-12 Created: 2016-03-12 Last updated: 2017-06-07Bibliographically approved

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