Model description:
Consider the following time varying stochastic bilinear system with nonlinear feedback.
$$\begin{align*} \begin{bmatrix} x_1(t+1) \\ x_2(t+1) \end{bmatrix} &= \left\{\begin{bmatrix}0.1 & 0.2 \\ 0.5 & -0.3\end{bmatrix} + \begin{bmatrix}0.36 & -0.3 \\ 0.2 & 0.42\end{bmatrix}\omega(t) \right\}\begin{bmatrix}x_1(t) \\ x_2(t)\end{bmatrix} \\ &+\begin{bmatrix}0.1 & 0.9 \\ 1.5 & 1.2\end{bmatrix} \begin{bmatrix}x_1(t) \\ x_2(t)\end{bmatrix}u(t) + \begin{bmatrix}-0.3t^2\exp{(-t)} \\ 0.4t\exp{(-t)}\end{bmatrix}u(t), \\ \begin{bmatrix}y_1(t) \\ y_2(t)\end{bmatrix} &= \begin{bmatrix} 0.7\sin{t} & -0.9 \\ 0.8 & -0.6\cos{t}\end{bmatrix} \begin{bmatrix}x_1(t) \\ x_2(t)\end{bmatrix}, \end{align*}$$
where
$u(t)=0.2\sin{(y_1(t) + y_2(t))} + 0.3[y_1(t)+y_2(t)].$
Type:
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Linearity:
Publication details:
| Title | Random parameter discrete bilinear system stability |
| Publication Type | Conference Paper |
| Year of Publication | 1989 |
| Authors | Yang, Xueshan, Mohler R.R., and Chen Lung-Kee |
| Conference Name | Proceedings of the 28th IEEE Conference on Decision and Control, 1989. |
| Date Published | 12/1989 |
| Publisher | IEEE |
| Conference Location | Tampa, FL |
| Accession Number | 3685072 |
| Keywords | discrete systems, feedback, linear systems, noise, nonlinear systems, stability criteria, stochastic systems |
| Abstract | Stability of discrete, time-varying, stochastic, bilinear systems is studied. Bilinear systems with output feedback are included. Mean-square stability conditions are derived for stochastic models without the assumption of stationarity for the random noise. The feedback function includes a larger class of functions than the class of linear functions or functions satisfying the Lipschitz condition. The sufficient stabilizing conditions depend only on the coefficient matrices of the bilinear system |
| DOI | 10.1109/CDC.1989.70323 |
