This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-type. Stability criteria for this type of methods a...This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment further testifies these theoretical results.展开更多
Stability of a networked predictive control system subject to network-induced delay and data dropout is investigated in this study. By modeling the closed-loop system as a switched system with an upper-triangular stru...Stability of a networked predictive control system subject to network-induced delay and data dropout is investigated in this study. By modeling the closed-loop system as a switched system with an upper-triangular structure, a necessary and sufficient stability criterion is developed. From the criterion, it also can be seen that separation principle holds for networked predictive control systems. A numerical example is provided to confirm the validity and effectiveness of the obtained results.展开更多
基金supported by NSFC under Grant Nos.11171125 and 91130003NSFH under Grant No. 2011CDB289the Freedom Explore Program of Central South University
文摘This paper deals with almost sure and moment exponential stability of a class of predictor- corrector methods applied to the stochastic differential equations of Ito-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment further testifies these theoretical results.
基金supported by the National Natural Science Foundation of China(Grant Nos.6110409761321002+3 种基金61120106010&61522303)the Research Fund for the Doctoral Program of Higher Education of China(Grant No.20111101120027)the Program for New Century Excellent Talents in University(Grant No.NCET-13-0045)Beijing Higher Education Young Elite Teacher Project
文摘Stability of a networked predictive control system subject to network-induced delay and data dropout is investigated in this study. By modeling the closed-loop system as a switched system with an upper-triangular structure, a necessary and sufficient stability criterion is developed. From the criterion, it also can be seen that separation principle holds for networked predictive control systems. A numerical example is provided to confirm the validity and effectiveness of the obtained results.
