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On the moment dynamics of stochastically delayed linear control systems

On the moment dynamics of stochastically delayed linear control systems
On the moment dynamics of stochastically delayed linear control systems
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.
1049-8923
8074-8097
Sykora, Henrik
e89d4c51-f8bc-4258-a9cc-38f249270757
Bachrathy, Daniel
4834c669-68f1-4e08-b5e4-5ce5abe30bc4
Sadeghpour, Mehdi
7350ab61-6cae-497f-ba3b-cacb9bb29391
Ge, Jin I
3faf00c5-cb0f-4286-827b-c1b6812a7013
Orosz, Gabor
b532c42f-9922-453e-9007-2f0b2eb9e531
Sykora, Henrik
e89d4c51-f8bc-4258-a9cc-38f249270757
Bachrathy, Daniel
4834c669-68f1-4e08-b5e4-5ce5abe30bc4
Sadeghpour, Mehdi
7350ab61-6cae-497f-ba3b-cacb9bb29391
Ge, Jin I
3faf00c5-cb0f-4286-827b-c1b6812a7013
Orosz, Gabor
b532c42f-9922-453e-9007-2f0b2eb9e531

Sykora, Henrik, Bachrathy, Daniel, Sadeghpour, Mehdi, Ge, Jin I and Orosz, Gabor (2020) On the moment dynamics of stochastically delayed linear control systems. International Journal of Robust and Nonlinear Control, 30 (18), 8074-8097. (doi:10.1002/rnc.5218).

Record type: Article

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.

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Intl J Robust Nonlinear - 2020 - Sykora - On the moment dynamics of stochastically delayed linear control systems - Version of Record
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Accepted/In Press date: 15 August 2020
e-pub ahead of print date: 5 December 2020

Identifiers

Local EPrints ID: 470749
URI: http://eprints.soton.ac.uk/id/eprint/470749
ISSN: 1049-8923
PURE UUID: b637f3c3-2502-47d2-a397-71f4a995afb2

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Date deposited: 19 Oct 2022 16:50
Last modified: 16 Mar 2024 22:24

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Contributors

Author: Henrik Sykora
Author: Daniel Bachrathy
Author: Mehdi Sadeghpour
Author: Jin I Ge
Author: Gabor Orosz

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