“How to Drive a Delayed Response, Stochastic System Close to Equilibrium”

Authors: Sjur D. Flåm,
Affiliation: Christian Michelsen Research
Reference: 1983, Vol 4, No 2, pp. 95-100.

Keywords: Stability, control, stochastic system, delayed differential equation

Abstract: We consider a continuous system that, in the absence of random perturbations and external forcing, is uniformly, asymptotically stable in a global sense. The system evolution is governed by a retarded differential equation. To this equation is added unidentified, time- and state-dependent noise. However, in each instance the noise is bounded over the probability space. We demonstrate that approximate stability is obtainable by a deterministic approach based on worst case analysis.

PDF PDF (1151 Kb)        DOI: 10.4173/mic.1983.2.3

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  title={{How to Drive a Delayed Response, Stochastic System Close to Equilibrium}},
  author={Flåm, Sjur D.},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}