时滞不确定性Markov切换线性随机微分系统的指数鲁棒稳定性

研究了一类时滞不确定性Markov切换随机微分系统的均方指数鲁棒随机稳定性\bd 系统中的时滞是时变的, 不确定项结构为范数有界, Markov切换是连续时间、离散状态的时齐Markov过程{\bf\!.} 利用随机Lyapunov函数方法和LMI技术, 得到了几个判定系统均方指数鲁棒随机稳定性的充分性条件\bd 一个数值例子说明了判据的有效性和可行性.     

马尔可夫跳跃双线性离散随机系统的稳定性

本研究了一类带有马尔可夫姚跃参数的双线性离散随机系统的稳定性，获得了该系统的稳定性和能稳定性的充分条件。     

类双线性系统的稳定性

本文综合利用ＬｙａｐｕｎｏｖＶ－函数，ＬａＳａｌｌｅ不变性原理和构造正向不变集的方法，讨论了二维齐次状态双线性系统（１）的全局Ｌｙａｐｕｎｏｖ渐近稳定性，发展了文［１］［２］的结果。     

随机时滞神经网络系统的自适应控制稳定性

考查一类具有时滞延迟的随机非自治神经网络系统的两类稳定性问题,不同于常规使用的Lyapunov-Krasovskii函数方法和线性矩阵不等式技巧,通过构造新的比较原则,将神经网络(NNs)与随机神经网络(SNNs)两种模型进行比较,给出了随机神经网络(SNNs)自适应控制器能够使受控系统依概率稳定性和矩稳定性的新的代数判断依据.此外,通过数值算例对主要结果进行验证.     

具有Markov调制的随机种群系统半驯服Euler法的指数稳定性

根据半驯服Euler法讨论了具有Markov调制的随机年龄结构种群系统的数值解. 在非局部Lipschitz条件下, 利用~Burkholder-Davis-Gundy~不等式、It\^{o} 公式和~Gronwall~引理, 证明了半驯服Euler数值解不仅强收敛阶数为~0.5, 而且这种方法在时间步长一定的条件下有很好的均方指数稳定性. 最后通过数值例子对所给的结论进行了验证.     

比较原理与Markov调制的随机时滞系统的稳定性

建立了Markov调制的具可变时滞的随机非线性系统的比较原理, 并用比较原理给出了系统依概率稳定、概率渐近稳定、 p阶均值稳定、 p阶均值渐近稳定、 p阶均值指数稳定的判别准则.最后举例说明了文中结果的应用.     

线性时变切换系统的渐近稳定性研究

考虑一类线性时变切换系统的渐近稳定性.基于矩阵测试理论,文中给出线性时变切换系统在周期切换和等时切换下渐近稳定的充分条件,并通过仿真实例说明结论是正确的.     

集值Markov链及其随机集落影性质

提出了一种集值Markov链,该模型是对基于随机变量的Markov链推广,将随机变量提升到随机集上.模型继承了经典Markov链的诸多良好性质,而且可以退化为经典的Markov链模型.为了进一步分析该模型,引入随机集落影理论,提出转移落影、落影分布等概念,并给出了部分结论和性质.最后,给出一个应用实例.     

随机Bernstein多项式的依分布收敛问题

利用随机的Bernstein多项式研究随机逼近问题具有一定的意义.借助弱收敛的概念,从分布函数的角度,讨论了随机Bernstein多项式依分布收敛问题.同时,与依概率收敛结果相比较,以此说明Bernstein多项式序列依分布收敛适用的范围更广.     

Markov切换时滞基因调控网络的均方同步和随机无源同步北大核心CSCD

基因调控网络(GRNs)及其动力学模型的研究在后基因组时代是一个重要的研究领域.定性分析基因调控网络及其动力学对系统地认识生物体具有重要意义.该文提出了一类具有时变时滞和Markov切换的随机基因调控网络模型,研究了其均方同步和随机无源同步问题.通过设计合适的Lyapunov-Krasovskii泛函(LKF),并利用Lyapunov稳定性理论、线性矩阵不等式方法和随机分析技巧,得到了均方同步和随机无源同步的充分条件.此外,通过与其他文献进行比较,显示了该文结果的理论价值.数值模拟验证了所得充分条件的有效性.     

Asymptotical Stability in Probability for Stochastic Bilinear Systems with Markovian Switching

This paper deals with asymptotical stability in probability in the large for stochastic bilinear systems. Some new criteria for asymptotical stability of such systems have been established in the inequality of mathematic expectation. A sufficient condition for bilinear stochastic jump systems to be asymptotically stable in probability in the large in Markovian switching laws is derived in a couple of Riccati-like inequalities by introducing a nonlinear state feedback controller. An illustrative example shows the effectiveness of the method.     

Robust Control of Markovian Switching Stochastic Systems with Noise Dependent States and Inputs

A problem of state feedback stabilization of discrete-time stochastic processes under Markovian switching and random diffusion (noise) is considered. The jump Markovian switching is modeled by a discrete-time Markov chain. The control input is simultaneously applied to both the rate vector and the diffusion term. Sufficient conditions based on linear matrix inequalities (LMI's) for stochastic stability is obtained. The robustness results of such stability concept against all admissible uncertainties are also investigated. An example is given to demonstrate the obtained results.     

p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching

Abstract

This article is concerned with the problem of p-moment stability of stochastic differential delay equations with impulsive jump and Markovian switching. In this model, the features of stochastic systems, delay systems, impulsive systems, and Markovian switching are all taken into account, which is scarce in the literature. Based on Lyapunov–Krasovskii functional method and stochastic analysis theory, we obtain new criteria ensuring p-moment stability of trivial solution of a class of impulsive stochastic differential delay equations with Markovian switching.     

Guaranteed Cost Control for a Class of Uncertain Stochastic Impulsive Systems with Markovian Switching

Abstract

This article is concerned with the problem of guaranteed cost control for a class of uncertain stochastic impulsive systems with Markovian switching. To the best of our knowledge, it is the first time that such a problem is investigated for stochastic impulsive systems with Markovian switching. For an uncontrolled system, the conditions in terms of certain linear matrix inequalities (LMIs) are obtained for robust stochastical stability and an upper bound is given for the cost function. For the controlled systems, a set of LMIs is developed to design a linear state feedback controller which can stochastically stabilize the class of systems under study and guarantee the given cost function to have an upper bound. Further, an optimization problem with LMI constraints is formulated to minimize the guaranteed cost of the closed-loop system. Finally, a numerical example is provided to show the effectiveness of the proposed method.     

带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的依概率收敛

本文在局部Lipschitz条件和一些附加条件下得到了方程的全局解, 而未使用线性增长条件. 另外, 对带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的收敛性进行了研究, 取代了以往的均方收敛方式, 改为依概率收敛. 从而对现有的一些结果进行了改进.     

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考察一类Markov切换时变时滞随机系统的均方指数稳定性. 利用基于Liapunov函数和线性矩阵不等式的方法, 给出了使状态反馈控制系统能克服不确定性和随机干扰, 在均方意义下达到指数稳定的充分条件. 当Markov链遍历所有模态时, 给出了一个独立于Markov链模态集的增益矩阵, 使得状态反馈控制系统均方指数稳定     

Stability of random impulsive coupled systems on networks with Markovian switching

Abstract

This article is intended to study global asymptotical stability in probability for random impulsive coupled systems on networks with Markovian switching. Two cases are considered. (1) Continuous dynamics are stable while impulses are unstable; (2) impulses are stable while continuous dynamics are unstable. To begin with, based on Lyapunov method as well as graph-theoretic technique, several new stability criteria in two cases are derived, that are, the Lyapunov-type criteria and the coefficients-type criteria. Then main results are used for a class of random impulsive coupled oscillators. Finally, the effectiveness of the obtained results is verified by numerical simulations.     

具有马尔可夫调制的随机微分方程数值解的收敛性

本文在无穷维Hilbert空间中研究了一类具有马尔可夫调制的随机微分方程(SDEwMSs).在一般情况下SDEwMSs没有解析解.因此合适的数值逼近法,例如欧拉法,就是在研究它们性质时所采用的重要工具.本文在较弱的条件下不仅证明了欧拉近似解收敛于SDEwMSs的精确解(分析解),而且给出了欧拉近似阶的界.     

Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay

Abstract

A problem of feedback stabilization of hybrid systems with time-varying delay and Markovian switching is considered. Delay-dependent sufficient conditions for stability based on linear matrix inequalities (LMI's) for stochastic asymptotic stability is obtained. The stability result depended on the mode of the system and of delay-dependent. The robustness results of such stability concept against all admissible uncertainties are also investigated. This new delay-dependent stability criteria is less conservative than the existing delay-independent stability conditions. An example is given to demonstrate the obtained results.     

比较原理和带马尔可夫调制的随机泛函微分方程

本文考虑带马尔可夫调制的随机泛函微分方程解的不稳定性,通过建立的新的比较原理,得到一些不稳定的判据.