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  • Demirel, Burak, et al. (author)
  • Stability Analysis of Discrete-Time Linear Systems with Unbounded Stochastic Delays
  • 2015
  • In: 5th IFAC Workshop on Distributed Estimation and Control of Networked Systems (NECSYS). - : Elsevier.
  • Conference paper (peer-reviewed)abstract
    • 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.
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Type of publication
conference paper (1)
Type of content
peer-reviewed (1)
Author/Editor
Johansson, Mikael (1)
Feyzmahdavian, Hamid ... (1)
Demirel, Burak (1)
Ghadimi, Euhanna (1)
University
Royal Institute of Technology (1)
Language
English (1)
Research subject (UKÄ/SCB)
Engineering and Technology (1)
Year
2015 (1)

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