LTV stochastic systems stabilization with large and variable input delay. (January 2021)

• Record Type: Journal Article
• Authors: Cacace, Filippo; d'Angelo, Massimiliano; Germani, Alfredo
• Is Part Of: Automatica. Volume 123(2021)
• Publication Date: 2021-01
• Subjects: Stochastic systems -- Time-varying systems -- Input delay -- State-feedback and output-feedback stabilization; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2020.109305
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: In this paper we propose a solution to the state-feedback and output-feedback stabilization problem for linear time-varying stochastic systems affected by arbitrarily large and variable input delay. It is proved that under the proposed controller the underlying stochastic process is exponentially centered and mean square bounded. The solution is given through a set of delay differential equations with cardinality proportional to the delay bound. The predictor is based on the semigroup generated by the closed-loop system in absence of delay, and its computation is described by a numerically reliable and robust method. In the deterministic case this method generates the same optimal trajectories as in the delay-less case.