Mean square stabilization of discrete-time switching Markov jump linear systems

This paper consider a special class of hybrid system called switching Markov jump linear system. The system transition is governed by two rules. One is Markov chain and the other is a deterministic rule. Furthermore, the transition probability of the Markov chain is not only piecewise but also orchestrated by a deterministic switching rule. In this paper the mean square stability of the systems is studied when the deterministic switching is subject to two different dwell time conditions: having a lower bound and having both lower and high bounds. The main contributions of this paper are two relevant stability theorems for the systems under study. A numerical example is provided to demonstrate the theoretical results

Stability analysis for continuous-time switched systems with stochastic switching signals

This paper is concerned with the stability problem of randomly switched systems. By using the probability analysis method, the almost surely globally asymptotical stability and almost surely exponential stability are investigated for switched systems with semi-Markovian switching, Markovian switching and renewal process switching signals, respectively. Two examples are presented to demonstrate the effectiveness of the proposed results, in which an example of consensus of multi-agent systems with nonlinear dynamics is taken into account

Mixing it up: A general framework for Markovian statistics

Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of estimators for the characteristics of the process in the minimax sense, it restricts the applicability of results to a rather constrained set of stochastic processes and in particular hardly allows incorporating jump structures. As a consequence, for many models of applied and theoretical interest, no statement can be made about the robustness of typical statistical procedures beyond the beautiful, but limited framework available in the literature. To close this gap, we identify $\beta$-mixing of the process and heat kernel bounds on the transition density as a suitable combination to obtain $\sup$-norm and $L^2$ kernel invariant density estimation rates matching the case of reversible multidimenisonal diffusion processes and outperforming density estimation based on discrete i.i.d. or weakly dependent data. Moreover, we demonstrate how up to $\log$-terms, optimal $\sup$-norm adaptive invariant density estimation can be achieved within our general framework based on tight uniform moment bounds and deviation inequalities for empirical processes associated to additive functionals of Markov processes. The underlying assumptions are verifiable with classical tools from stability theory of continuous time Markov processes and PDE techniques, which opens the door to evaluate statistical performance for a vast amount of Markov models. We highlight this point by showing how multidimensional jump SDEs with L\'evy driven jump part under different coefficient assumptions can be seamlessly integrated into our framework, thus establishing novel adaptive $\sup$-norm estimation rates for this class of processes

Control Design and Filtering for Wireless Networked Systems

This dissertation is concerned with estimation and control over wireless networked systems. Several problems are addressed, including estimator design over packet loss links, control and estimation over cognitive radio systems, modeling and prediction of wireless sensor networks (WSNs), and localization with the Theater Positioning System (TPS). The first problem addressed is the state estimation of a discrete-time system through a packet loss link modeled by a Bernoulli random variable. The optimal filter is derived by employing exact hybrid filtering. The performance of the optimal filter is illustrated by numerical simulations. Next, we consider the problem of estimation and control over cognitive radio (CR) systems. A two-switch model is first used to model this link. The linear optimal estimator and controller are derived over a single CR link. Also discussed here is estimation and control of the closed-loop system over two CR links. Furthermore, a more practical semi-Markov model for the CR system is proposed. Two cases are considered, where one assumes that acknowledgement of the information arrival is not available while the other assumes it is available. In the former, a suboptimal estimator is proposed and, in the latter, sufficient conditions are derived for the stability of a peak covariance process. Then, a controller design for the semi-Markov model is developed using linear matrix inequalities (LMIs). Additionally, the third problem addressed is modeling, identification, and prediction of the link quality of WSNs, such as the packet reception rate (PRR) and received signal strength indicator (RSSI). The state-space model is applied for this purpose. The prediction error minimization method (PEM) is employed for estimating parameters in the proposed model. The method employed is demonstrated through real measurements sampled by wireless motes. The last problem analyzed is localization using a new navigation system, TPS. In this study, we focus on users\u27 position estimation with the TPS when a GPS signal is not available. Several models are proposed to model transmission delays utilizing previous GPS signals. Last, a navigation scheme is provided for the TPS to improve its localization accuracy when the GPS signal is unavailable

Synchronization of coupled neutral-type neural networks with jumping-mode-dependent discrete and unbounded distributed delays

This is the post-print version of the Article. The official published version can be accessed from the links below - Copyright @ 2013 IEEE.In this paper, the synchronization problem is studied for an array of N identical delayed neutral-type neural networks with Markovian jumping parameters. The coupled networks involve both the mode-dependent discrete-time delays and the mode-dependent unbounded distributed time delays. All the network parameters including the coupling matrix are also dependent on the Markovian jumping mode. By introducing novel Lyapunov-Krasovskii functionals and using some analytical techniques, sufficient conditions are derived to guarantee that the coupled networks are asymptotically synchronized in mean square. The derived sufficient conditions are closely related with the discrete-time delays, the distributed time delays, the mode transition probability, and the coupling structure of the networks. The obtained criteria are given in terms of matrix inequalities that can be efficiently solved by employing the semidefinite program method. Numerical simulations are presented to further demonstrate the effectiveness of the proposed approach.This work was supported in part by the Royal Society of the U.K., the National Natural Science Foundation of China under Grants 61074129, 61174136 and 61134009, and the Natural Science Foundation of Jiangsu Province of China under Grants BK2010313 and BK2011598