On the moment dynamics of stochastically delayed linear control systems
Abstract
In this article, the dynamics and stability of a linear system with stochastic delay and additive noise are investigated. It is assumed that the delay value is sampled periodically from a stationary distribution. A semi‐discretization technique is used to time‐discretize the system and derive the mean and second‐moment dynamics. These dynamics are used to obtain the stationary moments and the corresponding necessary and sufficient stability conditions. The application of the proposed method is illustrated through the analysis of the Hayes equation with stochastic delay and additive noise. The method is also applied to the control design of a connected automated vehicle. These examples illuminate the effects of stochastic delays on the robustness of dynamical systems.
Additional Information
© 2020 The Authors. International Journal of Robust and Nonlinear Control published by John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited. Issue Online: 13 November 2020; Version of Record online: 05 October 2020; Manuscript accepted: 15 August 2020; Manuscript revised: 15 August 2020; Manuscript received: 12 November 2019. This work was funded by the Hungarian Scientific Research Fund (OTKA FK‐124462 and PD‐124646), by the Higher Education Excellence Program of the Ministry of Human Capacities in the frame of Artificial intelligence research area of Budapest University of Technology and Economics (BME FIKP‐MI) and by the National Research, Development and Innovation Fund (TUDFO/51757/2019‐ITM, Thematic Excellence Program, NKFIH ÚNKP‐18‐3‐I‐BME‐160).Attached Files
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Additional details
- Eprint ID
- 105900
- Resolver ID
- CaltechAUTHORS:20201007-142153320
- FK‐124462
- Hungarian Scientific Research Fund (OTKA)
- PD‐124646
- Hungarian Scientific Research Fund (OTKA)
- Budapest University of Technology and Economics
- TUDFO/51757/2019‐ITM
- National Research, Development and Innovation Fund (NKFIA)
- ÚNKP‐18‐3‐I‐BME‐160
- National Research, Development and Innovation Fund (NKFIA)
- Created
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2020-10-07Created from EPrint's datestamp field
- Updated
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2021-11-16Created from EPrint's last_modified field