Title :
Stability of discrete-time systems with stochastically delayed feedback
Author :
Gomez, Marcella M. ; Orosz, Gabor ; Murray, Richard M.
Author_Institution :
Dept. of Mech. Eng., California Inst. of Technol., Pasadena, CA, USA
Abstract :
This paper investigates the stability of linear systems with stochastic delay in discrete time. Stability of the mean and second moment of the non-deterministic system is determined by a set of deterministic discrete-time equations with distributed delay. A theorem is provided that guarantees convergence of the state with convergence of the second moment, assuming that delays are identically independently distributed. The theorem is applied to a scalar equation where the stability of the equilibrium is determined.
Keywords :
delays; discrete time systems; feedback; stability; stochastic systems; discrete-time equations; discrete-time system stability; distributed delay; linear system stability; scalar equation; stochastically delayed feedback; Convergence; Delays; Discrete-time systems; Eigenvalues and eigenfunctions; Equations; Stability analysis; Stochastic processes;
Conference_Titel :
Control Conference (ECC), 2013 European
Conference_Location :
Zurich
