On Time-Varying Delayed Stochastic Differential Systems With Non-Markovian Switching Parameters

• 成果类型: Article
• 署名作者: Wu, Xinyu; Wang, Zidong; Lu, Wenlian
• 署名单位: Fudan University; Brunel University; Fudan University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2024.3420549
• 发表日期: 2024
• 页码: 8908-8915
• 关键词: Switches; Time-varying systems; Stochastic processes; stability analysis; dynamical systems; Stochastic systems; control systems; Halanay inequality; Lyapunov functional; stochastic differential systems (SDSs); switching parameters; time-varying delays

摘要

This article focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies limited to stationary and ergodic switching scenarios, our research emphasizes non-Markovian, nonstationary, and nonergodic cases. It arrives at more general results regarding stability analysis with a more rigorous methodology. The theoretical results are validated through numerical examples.