“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.
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DOI: 10.4173/mic.1983.2.3References:
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BibTeX:
@article{MIC-1983-2-3,
title={{How to Drive a Delayed Response, Stochastic System Close to Equilibrium}},
author={Flåm, Sjur D.},
journal={Modeling, Identification and Control},
volume={4},
number={2},
pages={95--100},
year={1983},
doi={10.4173/mic.1983.2.3},
publisher={Norwegian Society of Automatic Control}
};