Stochastic stability of the derivative unscented Kalman filter

This is the second of two consecutive papers focusing on the filtering algorithm for a nonlinear stochastic discretetime system with linear system state equation. The first paper established a derivative unscented Kalman filter（DUKF） to eliminate the redundant computational load of the unscented Kalman filter（UKF） due to the use of unscented transformation（UT） in the prediction process. The present paper studies the error behavior of the DUKF using the boundedness property of stochastic processes. It is proved that the estimation error of the DUKF remains bounded if the system satisfies certain conditions. Furthermore, it is shown that the design of the measurement noise covariance matrix plays an important role in improvement of the algorithm stability. The DUKF can be significantly stabilized by adding small quantities to the measurement noise covariance matrix in the presence of large initial error. Simulation results demonstrate the effectiveness of the proposed technique.

Stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise

The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the existence and uniqueness of their invariant measures, which mix exponentially are proved. Finally, the asymptotic behaviors of invariant measures when size of noise gets to zero are investigated.

The Stochastic Stability of a Viscoelastic Cable with Small Sag

In this paper, the almost sure stability of a viscoelastic cable subjected to an initial stress on the uniform cross section is studied. The constitutive of the cable material is assumed to be the hereditary integral type, the relaxation kernels of which are represented by the sums of exponents. The initial stress and the damping coefficientto the environment and also relaxation kernel coefficients are a random wide band stationary process. The partial differential integral equation of motion is derived first. Then by applying Galerkins method, the governing equation is reduced to a set of second order differential integral equations. Based on the Liapunovs direct method, sufficient conditions for almost sure stability of viscoelstic cable are obtained.

Stochastic Stability of Gene Regulatory Networks with Mixed Time-Delays

The stochastic stability problem was considered for a class of gene regulatory networks with mixed time-delays.The mixed time-delays under consideration comprise both discrete timevarying delays and distributed time-delays.By employing a new Lyapunov function and conducting stochastic analysis,a linear matrix inequality(LMI) approach was developed to derive the criteria ensuring stability.The proposed criteria can be checked by using Matlab LMI toolbox.A simple example was provided to demonstrate the good effectiveness and applicability of the proposed testing criteria.

Delay-dependent robust stability and H_∞ analysis of stochastic systems with time-varying delay

This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He＇s technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.

Finite-Time Stochastic Stability of Random Impulsive Positive System

The paper focuses on the finite-time stochastic stability(FTSS)problems for positive system with random impulses.Combining Lyapunov functions with the probability property of the impulsive interval,first,the sufficient conditions of FTSS for the positive systems affected by one type of random impulses are given;second,the criteria of FTSS for positive systems suffered from multiple types of random impulses are established.Finally,two examples are presented to show the validity of results.

Stochastic Stability of Discrete Time Positive Markov Jump Nonlinear Systems

This paper investigates the stochastic stability of discrete time positive Markov jump nonlinear systems(PMJNS).Some definitions on stochastic stability for discrete time PMJNS are introduced first.Then,using the multiply max-separable Lyapunov function method,some stochastic stability criterions of discrete time PMJNS are provided,and some corresponding criterions are also provided for discrete time positive Markov jump linear systems(PMJLS).Different from previous conclusions that require subsystems to be stable or marginally stable,the obtained results allow some subsystems to be unstable.Based on the proposed criterions,the stochastic stability behavior of discrete time positive Markov jump systems can be obtained just from the algebraic properties of the system function and the probability characteristics of the Markov chain.To illustrate the main results,two simulation examples are provided at the end.

Stochastic Stability of FitzHugh-Nagumo Systems in Infinite Lattice Perturbed by Gaussian White Noise

The current paper is devoted to the study of stochastic stability of FitzHugh-Nagumo systems in infinite lattice perturbed by Gaussian white noise. We first study the dynamics of stochastic FitzHugh-Nagumo systems, then prove the existence and uniqueness of their equilibriums, which mix exponentially. Finally, we investigate asymptotic behavior of equilibriums when the size of noise gets to zero.

Stochastic stability of the harmonically and randomly excited Duffing oscillator with damping modeled by a fractional derivative

The stochastic stability of the harmonically and randomly excited Duffing oscillator with damping modeled by a fractional derivative of Caputo's definition is analyzed.First,the system state is approximately described by It equations through the stochastic averaging method based on the generalized harmonic function.Then,the associated expression for the largest Lyapunov exponent of the linearized averaged It is derived,and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent be negative.The effects of fractional orders and random excitation intensities on the asymptotic stability with probability one determined by the largest Lyapunov exponent are shown graphically.

Stochastic stability analysis of networked control systems with random cryptographic protection under random zero-measurement attacks

Security issues in networked control systems（NCSs） have received increasing attention in recent years.However, security protection often requires extra energy consumption, computational overhead, and time delays,which could adversely affect the real-time and energy-limited system. In this paper, random cryptographic protection is implemented. It is less expensive with respect to computational overhead, time, and energy consumption,compared with persistent cryptographic protection. Under the consideration of weak attackers who have little system knowledge, ungenerous attacking capability and the desire for stealthiness and random zero-measurement attacks are introduced as the malicious modification of measurements into zero signals. NCS is modeled as a stochastic system with two correlated Bernoulli distributed stochastic variables for implementation of random cryptographic protection and occurrence of random zero-measurement attacks; the stochastic stability can be analyzed using a linear matrix inequality（LMI） approach. The proposed stochastic stability analysis can help determine the proper probability of running random cryptographic protection against random zero-measurement attacks with a certain probability. Finally, a simulation example is presented based on a vertical take-off and landing（VTOL） system. The results show the effectiveness, robustness, and application of the proposed method, and are helpful in choosing the proper protection mechanism taking into account the time delay and in determining the system sampling period to increase the resistance against such attacks.

Stochastic Stability of Burgers Equation

The current paper is devoted to stochastic Burgers equation with driving forcing given by white noise type in time and periodic in space. Motivated by the numerical results of Halter and Voss, we prove that the Burgers equation is stochastic stable in the sense that statistically steady regimes of ：fluid flows of stochastic Burgers equation converge to that of determinstic Burgers equation as noise tends to zero.

Asymptotic Analysis of a Stochastic Model of Mosquito-Borne Disease with the Use of Insecticides and Bet Nets

Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic model based only on the class of human infectious. The consistency of the model is established by proving that the stochastic delay differential equation describing the model has a unique positive global solution. The extinction of the disease is studied through the analysis of the stability of the disease-free equilibrium state and the persistence of the model. Finally, we introduce some numerical simulations to illustrate the obtained results.

Impulsive control of stochastic system under the sense of stochastic asymptotical stability

This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution＇s stochastic asymptotical stability. From the comparison theory, it can find out whether the stochastic impulsive differential system is stable just by studying the stability of a deterministic comparison system. As a general application of this theory, it controls the chaos of stochastic Lii system using impulsive control method, and numerical simulations are employed to verify the feasibility of this method.

Stability of Linear Stochastic Differential Equations with Respect to Fractional Brownian Motion

This paper is concerned with the stochastically stability for the m-dimensional linear stochastic differential equations with respect to fractional Brownian motion （FBM） with Hurst parameter H ∈ （1/2, 1）. On the basis of the pioneering work of Duncan and Hu, a Ito＇s formula is given. An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.

NONLINEAR STOCHASTIC DYNAMICS: A SURVEY OF RECENT DEVELOPMENTS

This paper provides an overview of significant advances in nonlinear stochastic dynamics during the past two decades, including random response, stochastic stability, stochastic bifurcation, first passage problem and nonlinear stochastic control. Topics for future research are also suggested.

Stochastic convergence analysis of cubature Kalman filter with intermittent observations

The stochastic convergence of the cubature Kalmanfilter with intermittent observations （CKFI） for general nonlinearstochastic systems is investigated. The Bernoulli distributed ran-dom variable is employed to describe the phenomenon of intermit-tent observations. According to the cubature sample principle, theestimation error and the error covariance matrix （ECM） of CKFIare derived by Taylor series expansion, respectively. Afterwards, itis theoretically proved that the ECM will be bounded if the obser-vation arrival probability exceeds a critical minimum observationarrival probability. Meanwhile, under proper assumption corre-sponding with real engineering situations, the stochastic stabilityof the estimation error can be guaranteed when the initial estima-tion error and the stochastic noise terms are sufficiently small. Thetheoretical conclusions are verified by numerical simulations fortwo illustrative examples; also by evaluating the tracking perfor-mance of the optical-electric target tracking system implementedby CKFI and unscented Kalman filter with intermittent observa-tions （UKFI） separately, it is demonstrated that the proposed CKFIslightly outperforms the UKFI with respect to tracking accuracy aswell as real time performance.

Robust reliable guaranteed cost control for nonlinear singular stochastic systems with time delay

To study the design problem of robust reliable guaranteed cost controller for nonlinear singular stochastic systems, the Takagi-Sugeno （T-S） fuzzy model is used to represent a nonlinear singular stochastic system with norm-bounded parameter uncertainties and time delay. Based on the linear matrix inequality （LMI） techniques and stability theory of stochastic differential equations, a stochastic Lyapunov function method is adopted to design a state feedback fuzzy controller. The resulting closed-loop fuzzy system is robustly reliable stochastically stable, and the corresponding quadratic cost function is guaranteed to be no more than a certain upper bound for all admissible uncertainties, as well as different actuator fault cases. A sufficient condition of existence and design method of robust reliable guaranteed cost controller is presented. Finally, a numerical simulation is given to illustrate the effectiveness of the proposed method.

Delay-dependent Stability Analysis for Markovian Jump Systems with Interval Time-varying-delays

This paper proposes improved stochastic stability conditions for Markovian jump systems with interval time-varying delays. In terms of linear matrix inequalities （LMIs）, less conservative delay-range-dependent stability conditions for Markovian jump systems are proposed by constructing a different Lyapunov-Krasovskii function. The resulting criteria have advantages over some previous ones in that they involve fewer matrix variables but have less conservatism. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper.

Stochastic optimal control for norovirus transmission dynamics by contaminated food and water

Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmission by water,human to human transmission and food.To begin,the proposed stochastic model is shown to have a single global positive solution.Second,we demonstrate adequate criteria for the existence of a unique ergodic stationary distribution R0 s>1 by developing a Lyapunov function.Thirdly,we find sufficient criteria Rs<1 for disease extinction.Finally,two simulation examples are used to exemplify the analytical results.We employed optimal control theory and examined stochastic control problems to regulate the spread of the disease using some external measures.Additional graphical solutions have been produced to further verify the acquired analytical results.This research could give a solid theoretical foundation for understanding chronic communicable diseases around the world.Our approach also focuses on offering a way of generating Lyapunov functions that can be utilized to investigate the stationary distribution of epidemic models with nonlinear stochastic disturbances.

Stochastic Bifurcation of Rectangular Thin Plate Vibration System Subjected to Axial Inplane Gaussian White Noise Excitation

A stochastic nonlinear dynamical model is proposed to describe the vibration of rectangular thin plate under axial inplane excitation considering the influence of random environment factors. Firstly, the model is simplified by applying the stochastic averaging method of quasi-nonintegrable Hamilton system. Secondly, the methods of Lyapunov exponent and boundary classification associated with diffusion process are utilized to analyze the stochastic stability of the trivial solution of the system. Thirdly, the stochastic Hopf bifurcation of the vibration model is explored according to the qualitative changes in stationary probability density of system response, showing that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simple way on the potential applications of stochastic stability and bifurcation analysis.