Stochastic Systems With Time Delay

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Deterministic and Stochastic Time-Delay Systems

Author : El-Kebir Boukas
Publisher : Springer Science & Business Media
ISBN 13 : 1461200776
Total Pages : 429 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Deterministic and Stochastic Time-Delay Systems by : El-Kebir Boukas

Download or read book Deterministic and Stochastic Time-Delay Systems written by El-Kebir Boukas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most practical processes such as chemical reactor, industrial furnace, heat exchanger, etc., are nonlinear stochastic systems, which makes their con trol in general a hard problem. Currently, there is no successful design method for this class of systems in the literature. One common alterna tive consists of linearizing the nonlinear dynamical stochastic system in the neighborhood of an operating point and then using the techniques for linear systems to design the controller. The resulting model is in general an approximation of the real behavior of a dynamical system. The inclusion of the uncertainties in the model is therefore necessary and will certainly improve the performance of the dynamical system we want to control. The control of uncertain systems has attracted a lot of researchers from the control community. This topic has in fact dominated the research effort of the control community during the last two decades, and many contributions have been reported in the literature. Some practical dynamical systems have time delay in their dynamics, which makes their control a complicated task even in the deterministic case. Recently, the class ofuncertain dynamical deterministic systems with time delay has attracted some researchers, and some interesting results have been reported in both deterministic and stochastic cases. But wecan't claim that the control problem ofthis class ofsystems is completely solved; more work must be done for this class of systems.

Time-Delay Systems

Author : Magdi S. Mahmoud
Publisher :
ISBN 13 : 9781536130881
Total Pages : 0 pages
Book Rating : 4.1/5 (38 download)

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Book Synopsis Time-Delay Systems by : Magdi S. Mahmoud

Download or read book Time-Delay Systems written by Magdi S. Mahmoud and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time-delay occurs in many physical, industrial and engineering systems such as biological systems, chemical systems, metallurgical processing systems, nuclear reactors, hydraulic systems and electrical networks, to name a few. The reason for the occurrence could be attributed to inherent physical phenomena like mass transport flow or recycling. It could result from the finite capabilities of information processing and data transmission among various parts of the system. In addition, they could be by-products of computational delays or could be intentionally introduced for some design consideration. Such delays could be constant or time varying, known or unknown, deterministic or stochastic depending on the system under consideration. In recent years, time-delay, which exists in networked control systems, has brought more complex problems into a new research area. Frequently, it is a source of the generation of oscillation, instability and poor performance. Therefore, the subject of Time-Delay Systems (TDS) has been investigated as functional differential equations over the past four decades. Because the presence of the delay factor renders the system analysis more complicated, the problems of stability and stabilization are of great importance. This book presents some basic theories of stability and stabilization of systems with time-delays. More attention is paid to the synthesis of systems with time-delay. That is, control of nonlinear systems with delay; networked control systems; positive delay systems; fuzzy systems; and reset control with random delay are all analysed within this book.

Stability Analysis and Robust Control of Time-Delay Systems

Author : Min Wu
Publisher : Springer Science & Business Media
ISBN 13 : 3642030378
Total Pages : 343 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Stability Analysis and Robust Control of Time-Delay Systems by : Min Wu

Download or read book Stability Analysis and Robust Control of Time-Delay Systems written by Min Wu and published by Springer Science & Business Media. This book was released on 2010-11-04 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Stability Analysis and Robust Control of Time-Delay Systems" focuses on essential aspects of this field, including the stability analysis, stabilization, control design, and filtering of various time-delay systems. Primarily based on the most recent research, this monograph presents all the above areas using a free-weighting matrix approach first developed by the authors. The effectiveness of this method and its advantages over other existing ones are proven theoretically and illustrated by means of various examples. The book will give readers an overview of the latest advances in this active research area and equip them with a pioneering method for studying time-delay systems. It will be of significant interest to researchers and practitioners engaged in automatic control engineering. Prof. Min Wu, senior member of the IEEE, works at the Central South University, China.

Deterministic and Stochastic Time Delay Systems

Author : El-Kébir Boukas
Publisher :
ISBN 13 : 9783764342456
Total Pages : 423 pages
Book Rating : 4.3/5 (424 download)

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Book Synopsis Deterministic and Stochastic Time Delay Systems by : El-Kébir Boukas

Download or read book Deterministic and Stochastic Time Delay Systems written by El-Kébir Boukas and published by . This book was released on 2002 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Systems with Time Delay

Author : Sarah A.M. Loos
Publisher : Springer Nature
ISBN 13 : 3030807711
Total Pages : 296 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Stochastic Systems with Time Delay by : Sarah A.M. Loos

Download or read book Stochastic Systems with Time Delay written by Sarah A.M. Loos and published by Springer Nature. This book was released on 2021-09-18 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: The nonequilibrium behavior of nanoscopic and biological systems, which are typically strongly fluctuating, is a major focus of current research. Lately, much progress has been made in understanding such systems from a thermodynamic perspective. However, new theoretical challenges emerge when the fluctuating system is additionally subject to time delay, e.g. due to the presence of feedback loops. This thesis advances this young and vibrant research field in several directions. The first main contribution concerns the probabilistic description of time-delayed systems; e.g. by introducing a versatile approximation scheme for nonlinear delay systems. Second, it reveals that delay can induce intriguing thermodynamic properties such as anomalous (reversed) heat flow. More generally, the thesis shows how to treat the thermodynamics of non-Markovian systems by introducing auxiliary variables. It turns out that delayed feedback is inextricably linked to nonreciprocal coupling, information flow, and to net energy input on the fluctuating level.

Fuzzy Control Systems with Time-Delay and Stochastic Perturbation

Author : Ligang Wu
Publisher : Springer
ISBN 13 : 331911316X
Total Pages : 348 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Fuzzy Control Systems with Time-Delay and Stochastic Perturbation by : Ligang Wu

Download or read book Fuzzy Control Systems with Time-Delay and Stochastic Perturbation written by Ligang Wu and published by Springer. This book was released on 2014-10-17 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents up-to-date research developments and novel methodologies on fuzzy control systems. It presents solutions to a series of problems with new approaches for the analysis and synthesis of fuzzy time-delay systems and fuzzy stochastic systems, including stability analysis and stabilization, dynamic output feedback control, robust filter design, and model approximation. A set of newly developed techniques such as fuzzy Lyapunov function approach, delay-partitioning, reciprocally convex, cone complementary linearization approach are presented. Fuzzy Control Systems with Time-Delay and Stochastic Perturbation: Analysis and Synthesis is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

Stochastic Non-Excitable Systems with Time Delay

Author : Paul M. Geffert
Publisher : Springer
ISBN 13 : 3658092955
Total Pages : 84 pages
Book Rating : 4.6/5 (58 download)

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Book Synopsis Stochastic Non-Excitable Systems with Time Delay by : Paul M. Geffert

Download or read book Stochastic Non-Excitable Systems with Time Delay written by Paul M. Geffert and published by Springer. This book was released on 2015-03-16 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: Paul M. Geffert analyses the interplay of noise and time delay in non-excitable nonlinear systems and the modulation of stochastic effects. In particular, the author studies coherence resonance, which is a constructive effect of noise that occurs in nonlinear systems, and demonstrates that it can be modulated by time-delayed feedback. Analytical methods for the investigation of stochastic delay differential equations are developed. Noise or random perturbations and time delay are two phenomena which arise in many fields of physics, chemistry, or biology, just to mention a few examples. The investigated model is a generic Hopf normal form so that these methods and results can be transferred to many different areas of science.

Methodologies for Control of Jump Time-Delay Systems

Author : Magdi S. Mahmoud
Publisher : Springer Science & Business Media
ISBN 13 : 1402074891
Total Pages : 462 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Methodologies for Control of Jump Time-Delay Systems by : Magdi S. Mahmoud

Download or read book Methodologies for Control of Jump Time-Delay Systems written by Magdi S. Mahmoud and published by Springer Science & Business Media. This book was released on 2003-07-31 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about time-domain modelling, stability, stabilization, control design and filtering for JTDS. It gives readers a thorough understanding of the basic mathematical analysis and fundamentals, offers a straightforward treatment of the different topics and provides broad coverage of the recent methodologies.

Numerical Methods for Controlled Stochastic Delay Systems

Author : Harold Kushner
Publisher : Springer Science & Business Media
ISBN 13 : 0817646213
Total Pages : 295 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Numerical Methods for Controlled Stochastic Delay Systems by : Harold Kushner

Download or read book Numerical Methods for Controlled Stochastic Delay Systems written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2008-12-19 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. The book is the first on the subject and will be of great interest to all those who work with stochastic delay equations and whose main interest is either in the use of the algorithms or in the mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control.

Complex Time-Delay Systems

Author : Fatihcan M. Atay
Publisher : Springer
ISBN 13 : 3642023290
Total Pages : 328 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Complex Time-Delay Systems by : Fatihcan M. Atay

Download or read book Complex Time-Delay Systems written by Fatihcan M. Atay and published by Springer. This book was released on 2010-03-10 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the major contemporary challenges in both physical and social sciences is modeling, analyzing, and understanding the self-organization, evolution, behavior, and eventual decay of complex dynamical systems ranging from cell assemblies to the human brain to animal societies. The multi-faceted problems in this domain require a wide range of methods from various scienti?c disciplines. There is no question that the inclusion of time delays in complex system models considerably enriches the challenges presented by the problems. Although this inclusion often becomes inevitable as real-world applications demand more and more realistic m- els, the role of time delays in the context of complex systems so far has not attracted the interest it deserves. The present volume is an attempt toward ?lling this gap. There exist various useful tools for the study of complex time-delay systems. At the forefront is the mathematical theory of delay equations, a relatively mature ?eld in many aspects, which provides some powerful techniques for analytical inquiries, along with some other tools from statistical physics, graph theory, computer science, dynamical systems theory, probability theory, simulation and optimization software, and so on. Nevertheless, the use of these methods requires a certain synergy to address complex systems problems, especially in the presence of time delays.

Stochastic Systems with Time Delay

Author : Sarah A.M. Loos
Publisher :
ISBN 13 : 9783030807726
Total Pages : 0 pages
Book Rating : 4.8/5 (77 download)

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Book Synopsis Stochastic Systems with Time Delay by : Sarah A.M. Loos

Download or read book Stochastic Systems with Time Delay written by Sarah A.M. Loos and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The nonequilibrium behavior of nanoscopic and biological systems, which are typically strongly fluctuating, is a major focus of current research. Lately, much progress has been made in understanding such systems from a thermodynamic perspective. However, new theoretical challenges emerge when the fluctuating system is additionally subject to time delay, e.g. due to the presence of feedback loops. This thesis advances this young and vibrant research field in several directions. The first main contribution concerns the probabilistic description of time-delayed systems; e.g. by introducing a versatile approximation scheme for nonlinear delay systems. Second, it reveals that delay can induce intriguing thermodynamic properties such as anomalous (reversed) heat flow. More generally, the thesis shows how to treat the thermodynamics of non-Markovian systems by introducing auxiliary variables. It turns out that delayed feedback is inextricably linked to nonreciprocal coupling, information flow, and to net energy input on the fluctuating level.

Stability, Control, and Computation for Time-Delay Systems

Author : Wim Michiels
Publisher : SIAM
ISBN 13 : 1611973627
Total Pages : 443 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Stability, Control, and Computation for Time-Delay Systems by : Wim Michiels

Download or read book Stability, Control, and Computation for Time-Delay Systems written by Wim Michiels and published by SIAM. This book was released on 2014-12-11 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time delays are important components of many systems in, for instance, engineering, physics, economics, and the life sciences, because the transfer of material, energy, and information is usually not instantaneous. Time delays may appear as computation and communication lags, they model transport phenomena and heredity, and they arise as feedback delays in control loops. This monograph addresses the problem of stability analysis, stabilization, and robust fixed-order control of dynamical systems subject to delays, including both retarded- and neutral-type systems. Within the eigenvalue-based framework, an overall solution is given to the stability analysis, stabilization, and robust control design problem, using both analytical methods and numerical algorithms and applicable to a broad class of linear time-delay systems.? In this revised edition, the authors make the leap from stabilization to the design of robust and optimal controllers and from retarded-type to neutral-type delay systems, thus enlarging the scope of the book within control; include new, state-of-the-art material on numerical methods and algorithms to broaden the book?s focus and to reach additional research communities, in particular numerical linear algebra and numerical optimization; and increase the number and range of applications to better illustrate the effectiveness and generality of their approach.?

Stability, Control and Application of Time-Delay Systems

Author : Qingbin Gao
Publisher : Butterworth-Heinemann
ISBN 13 : 0128149299
Total Pages : 482 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Stability, Control and Application of Time-Delay Systems by : Qingbin Gao

Download or read book Stability, Control and Application of Time-Delay Systems written by Qingbin Gao and published by Butterworth-Heinemann. This book was released on 2019-06-27 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stability, Control and Application of Time-Delay Systems gives a systematic description of these systems. It includes adequate designs of integrated modeling and control and frequency characterizations. Common themes revolve around creating certain synergies of modeling, analysis, control, computing and applications of time delay systems that achieve robust stability while retaining desired performance quality. The book provides innovative insights into the state-of-the-art of time-delay systems in both theory and practical aspects. It has been edited with an emphasis on presenting constructive theoretical and practical methodological approaches and techniques. Unifies existing and emerging concepts concerning time delay dynamical systems Provides a series of the latest results in large-delay analysis and multi-agent and thermal systems with delays Gives in each chapter numerical and simulation results in order to reflect the engineering practice

Stochastic Non-Excitable Systems with Time Delay

Author : Paul M. Geffert
Publisher :
ISBN 13 : 9783658092962
Total Pages : pages
Book Rating : 4.0/5 (929 download)

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Book Synopsis Stochastic Non-Excitable Systems with Time Delay by : Paul M. Geffert

Download or read book Stochastic Non-Excitable Systems with Time Delay written by Paul M. Geffert and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Paul M. Geffert analyses the interplay of noise and time delay in non-excitable nonlinear systems and the modulation of stochastic effects. In particular, the author studies coherence resonance, which is a constructive effect of noise that occurs in nonlinear systems, and demonstrates that it can be modulated by time-delayed feedback. Analytical methods for the investigation of stochastic delay differential equations are developed. Noise or random perturbations and time delay are two phenomena which arise in many fields of physics, chemistry, or biology, just to mention a few examples. The investigated model is a generic Hopf normal form so that these methods and results can be transferred to many different areas of science. Contents Stochastic Effects in Nonlinear Systems Coherence Resonance Time-Delayed Feedback in Nonlinear Stochastic Systems Coupled Stochastic Systems Target Groups Researchers and students in the field of nonlinear dynamics, stochastic processes and stochastic delay differential equations Practitioners in these areas The Author Paul M. Geffert wrote his master's thesis under the supervision of Prof. Dr. Eckehard Schöll, PhD in the Collaborative Research Center SFB 910 at the Institute of Theoretical Physics at TU Berlin. In 2015 he will start his PhD studies at Queen Mary University of London.

Linear Parameter-Varying and Time-Delay Systems

Author : Corentin Briat
Publisher : Springer
ISBN 13 : 3662440504
Total Pages : 394 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis Linear Parameter-Varying and Time-Delay Systems by : Corentin Briat

Download or read book Linear Parameter-Varying and Time-Delay Systems written by Corentin Briat and published by Springer. This book was released on 2014-09-03 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the analysis and control of Linear Parameter-Varying Systems and Time-Delay Systems and their interactions. The purpose is to give the readers some fundamental theoretical background on these topics and to give more insights on the possible applications of these theories. This self-contained monograph is written in an accessible way for readers ranging from undergraduate/PhD students to engineers and researchers willing to know more about the fields of time-delay systems, parameter-varying systems, robust analysis, robust control, gain-scheduling techniques in the LPV fashion and LMI based approaches. The only prerequisites are basic knowledge in linear algebra, ordinary differential equations and (linear) dynamical systems. Most of the results are proved unless the proof is too complex or not necessary for a good understanding of the results. In the latter cases, suitable references are systematically provided. The first part pertains on the representation, analysis and control of LPV systems along with a reminder on robust analysis and control techniques. The second part is concerned with the representation and analysis of time-delay systems using various time-domain techniques. The third and last part is devoted to the representation, analysis, observation, filtering and control of LPV time-delay systems. The book also presents many important basic and advanced results on the manipulation of LMIs.

Stochastic Hybrid Systems

Author : Christos G. Cassandras
Publisher : CRC Press
ISBN 13 : 1420008544
Total Pages : 300 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Stochastic Hybrid Systems by : Christos G. Cassandras

Download or read book Stochastic Hybrid Systems written by Christos G. Cassandras and published by CRC Press. This book was released on 2018-10-03 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

Analysis and Synthesis of Singular Systems with Time-Delays

Author : Zheng-Guang Wu
Publisher : Springer
ISBN 13 : 3642374972
Total Pages : 231 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Analysis and Synthesis of Singular Systems with Time-Delays by : Zheng-Guang Wu

Download or read book Analysis and Synthesis of Singular Systems with Time-Delays written by Zheng-Guang Wu and published by Springer. This book was released on 2013-04-10 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: Singular time-delay systems are very suitable to describe a lot of practical systems such as manufacturing systems, networked control systems, power systems and electrical circuits. Thus, the past two decades have witnessed a significant progress on the theory of singular time-delay systems, and many fundamental and important topics have been successfully investigated including stability analysis, stabilization, guaranteed cost control, filtering, observer design, sliding mode control and so on. The main objective of this book is to present the latest developments and references in the analysis and synthesis of singular time-delay systems with or without Markov jumping parameters in a unified framework. The materials adopted in this book are mainly based on research results of the authors. This book will be of interest to academic researchers working in singular systems, time-delay systems and Markov jump systems and to graduate students interested in systems and control theory.