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

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