New criteria on asymptotic behavior of neutral stochastic functional differential equations

This paper investigates the asymptotic behavior of neutral stochastic functional differential equations (NSFDEs) under both the local Lipschitz condition and the one dependent on the diffusion operator and on a coercivity term, which is more general than the classical growth condition. Some sufficient conditions for stability with general decay rate and boundedness of NSFDEs are derived via the Lyapunov analysis method and some stochastic analysis techniques. Our results not only cover a wide class of highly nonlinear NSFDEs but they can also deal with general stability issues including the polynomial stability and the exponential stability. Finally, an illustrative example is provided to show the effectiveness of our theoretical results.     

Generalized criteria on delay‐dependent stability of highly nonlinear hybrid stochastic systems

Our recent paper (Fei W, etal. Delay dependent stability of highly nonlinear hybrid stochastic systems. Automatica. 2017;82:165‐170) is the first to establish delay‐dependent criteria for highly nonlinear hybrid stochastic differential delay equations (SDDEs) (by highly nonlinear, we mean that the coefficients of the SDDEs do not have to satisfy the linear growth condition). This is an important breakthrough in the stability study as all existing delay stability criteria before could only be applied to delay equations where their coefficients are either linear or nonlinear but bounded by linear functions (namely, satisfy the linear growth condition). In this continuation, we will point out one restrictive condition imposed in our earlier paper. We will then develop our ideas and methods there to remove this restrictive condition so that our improved results cover a much wider class of hybrid SDDEs.     

A note on explosion suppression for nonlinear delay differential systems by polynomial noise

Liu and Shen discussed the role of stochastic suppression on the explosive solution by a polynomial noise for a deterministic differential system satisfying a general polynomial growth condition. They further showed that the global solution of the corresponding perturbed system grows at most polynomially. However, the estimation of the asymptotic property of polynomial growth is rough, and we see the necessity to develop a more accurate estimation which is the main motivation of the present paper. As to the existence of time delays, we aim to discuss the stochastic roles of the polynomial noise for a deterministic delay differential system with the general polynomial growth condition. We show that a properly chosen polynomial stochastic noise not only can guarantee the existence and uniqueness of the global solution of the stochastically perturbed delay differential system, but also can make almost every sample path of the global solution grow at most with polynomial rate and even decay to the zero solution exponentially.     

Stochastic suppression and stabilization of delay differential systems

In this paper, we investigate stochastic suppression and stabilization for nonlinear delay differential system ${\dot{x}}(t)=f(x(t),x(t-\delta(t)),t)In this paper, we investigate stochastic suppression and stabilization for nonlinear delay differential system ${\dot{x}}(t)=f(x(t),x(t-\delta(t)),t)$, where δ(t) is the variable delay and f satisfies the one‐sided polynomial growth condition. Since f may defy the linear growth condition or the one‐sided linear growth condition, this system may explode in a finite time. To stabilize this system by Brownian noises, we stochastically perturb this system into the nonlinear stochastic differential system dx(t)=f(x(t), x(t?δ(t)), t)dt+qx(t)dw₁(t)+σ|x(t)|^βx(t)dw₂(t) by introducing two independent Brownian motions w₁(t) and w₂(t). This paper shows that the Brownian motion w₂(t) may suppress the potential explosion of the solution of this stochastic system for appropriate choice of β under the condition σ≠0. Moreover, for sufficiently large q, the Brownian motion w₁(t) may exponentially stabilize this system. Copyright © 2010 John Wiley & Sons, Ltd.     

The asymptotic properties of the suppressed functional differential system by Brownian noise under regime switching

In the previous work by Wu et al., it was shown that the polynomial Brownian noise may suppress the potential explosion of the nonlinear system without the linear growth condition or the one-sided linear growth condition and the linear Brownian noise may stabilise this suppressed system. This paper is a continuation of our previous article and considers the asymptotic properties of the suppressed functional differential system under regime switching. These asymptotic properties show that the suppressed functional differential system by polynomial Brownian noise will grow with at most polynomial speed.     

Exponential Stability of Highly Nonlinear Neutral Pantograph Stochastic Differential Equations

In this paper, we investigate the exponential stability of highly nonlinear hybrid neutral pantograph stochastic differential equations (NPSDEs). The aim of this paper is to establish exponential stability criteria for a class of hybrid NPSDEs without the linear growth condition. The methods of Lyapunov functions and M‐matrix are used to study exponential stability and boundedness of the hybrid NPSDEs.     

Razumikhin‐type theorems on general decay stability and robustness for stochastic functional differential equations

This paper establishes Razumikhin‐type theorems on general decay stability for stochastic functional differential equations. This improves existing stochastic Razumikhin‐type theorems and can make us examine the stability with general decay rate in the sense of the pth moment and almost sure. These stabilities may be specialized as the exponential stability and the polynomial stability. When the almost sure stability is examined, the conditions of this paper may defy the linear growth condition for the drift term, which implies that the theorems of this paper can work for some cases to which the existing results cannot be applied. This paper also examines some sufficient criteria under which this stability is robust. To illustrate applications of our results clearly, this paper also gives two examples and examines the exponential stability and the polynomial stability, respectively. Copyright © 2011 John Wiley & Sons, Ltd.     

Polynomial filtering for nonlinear stochastic systems with state‐ and disturbance‐dependent noises

This article is concerned with the polynomial filtering problem for a class of nonlinear stochastic systems governed by the Itô differential equation. The system under investigation involves polynomial nonlinearities, unknown‐but‐bounded disturbances, and state‐ and disturbance‐dependent noises ((x,d)‐dependent noises for short). By expanding the polynomial nonlinear functions in Taylor series around the state estimate, a new polynomial filter design method is developed with hope to reduce the conservatism of the existing results. In virtue of stochastic analysis and inequality technique, sufficient conditions in terms of parameter‐dependent linear matrix inequalities (PDLMIs) are derived to guarantee that the estimation error system is input‐to‐state stable in probability. Moreover, the desired polynomial matrix can be obtained by solving the PDLMIs via the sum‐of‐squares approach. The effectiveness and applicability of the proposed method are illustrated by two numerical examples with one concerning the permanent magnet synchronous motor.     

Nonlinear observer design for one‐sided Lipschitz systems with time‐varying delay and uncertainties

This paper investigates the problem of state observer design for a class of nonlinear uncertain dynamical systems with interval time‐varying delay and the one‐sided Lipschitz condition. By constructing the novel Lyapunov–Krasovskii functional while utilizing the free‐weighting matrices approach, the one‐sided Lipschitz condition and the quadratic inner‐bounded condition, novel sufficient conditions, which guarantee the observer error converge asymptotically to zero, are established for a class of nonlinear dynamical systems with interval time‐varying delay in terms of the linear matrix inequalities. The computing method for observer gain matrix is given. Finally, two examples illustrate the effectiveness of the proposed method. Copyright © 2016 John Wiley & Sons, Ltd.     

Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth

Although numerical methods of nonlinear stochastic differential delay equations (SDDEs) have been discussed by several authors, there is so far little work on the numerical approximation of SDDE with coefficients of polynomial growth. The main aim of the paper is to investigate convergence in probability of the Euler-Maruyama (EM) approximate solution for SDDE with one-sided polynomial growing drift coefficient and polynomial growing diffusion coefficient. Moreover, we prove the existence-and-uniqueness of almost surely exponentially stable global solution for this nonlinear stochastic delay system. Finally, a computer simulation confirms the efficiency of our numerical method.     

Separation principle for quasi‐one‐sided Lipschitz nonlinear systems with time delay

In this article, we address the problem of output stabilization for a class of nonlinear time‐delay systems. First, an observer is designed for estimating the state of nonlinear time‐delay systems by means of quasi‐one‐sided Lipschitz condition, which is less conservative than the one‐sided Lipschitz condition. Then, a state feedback controller is designed to stabilize the nonlinear systems in terms of weak quasi‐one‐sided Lipschitz condition. Furthermore, it is shown that the separation principle holds for stabilization of the systems based on the observer‐based controller. Under the quasi‐one‐sided Lipschitz condition, state observer and feedback controller can be designed separately even though the parameter (A,C) of nonlinear time‐delay systems is not detectable and parameter (A,B) is not stabilizable. Finally, a numerical example is provided to verify the efficiency of the main results.     

Robust observer design for uncertain one‐sided Lipschitz systems with disturbances

In this paper, we study the robust observer design problem for a class of uncertain one‐sided Lipschitz systems with disturbances. Not only the system matrices but also the nonlinear functions are assumed to be uncertain. The nominal models of nonlinearities are assumed to satisfy both the one‐sided Lipschitz condition and the quadratically inner‐bounded condition. By utilizing a novel approach, our observer designs are robust against unknown nonlinear uncertainties and system and measurement noises. The new approach also relaxes some conservativeness in related existing results, ie, less conservative observer design conditions are obtained. Furthermore, the problem of designing reduced‐order observers is considered in case the output measurement is not subject to uncertainty and disturbance. Two examples are provided to show the efficiency and advantages of our results over existing works.     

Nonlinear H∞ observer design for one‐sided Lipschitz discrete‐time singular systems with time‐varying delay

This paper investigates the H_∞ observer design problem for a class of nonlinear discrete‐time singular systems with time‐varying delays and disturbance inputs. The nonlinear systems can be rectangular and the nonlinearities satisfy the one‐sided Lipschitz condition and quadratically inner‐bounded condition, which are more general than the traditional Lipschitz condition. By appropriately dealing with these two conditions and applying several important inequalities, a linear matrix inequality–based approach for the nonlinear observer design is proposed. The resulting nonlinear H_∞ observer guarantees asymptotic stability of the estimation error dynamics with a prescribed performance γ. The synthesis condition of H_∞ observer design for nonlinear discrete‐time singular systems without time delays is also presented. The design is first addressed for one‐sided Lipschitz discrete‐time singular systems. Finally, two numerical examples are given to show the effectiveness of the present approach.     

Feedback stabilization of multi‐DOF nonlinear stochastic Markovian jump systems

A feedback control strategy is designed to asymptotically stabilize a multi‐degree‐of‐freedom (DOF) nonlinear stochastic systems undergoing Markovian jumps. First, a class of hybrid nonlinear stochastic systems with Markovian jumps is reduced to a one‐dimensional averaged Itô stochastic differential equation for controlled total energy. Second, the optimal control law is deduced by applying the dynamical programming principle to the ergodic control problem of the averaged systems with an undetermined cost function. Third, the cost function is determined by the demand of stabilizing the averaged systems. A Lyapunov exponent is introduced to analyze approximately the asymptotic stability with probability one of the originally controlled systems. To illustrate the application of the present method, an example of stochastically excited two coupled nonlinear oscillators with Markovian jumps is worked out in detail.     

Output Feedback Stabilization for a Class of Stochastic High‐Order Feedforward Nonlinear Systems with Time‐Varying Delay

This paper considers the output feedback control problem for a class of stochastic high‐order feedforward nonlinear systems with time‐varying delay. Compared with existing works, the features of our system include different bounded time‐varying delays, more general high‐order power and homogeneous feedforward growth conditions. Firstly, we use the adding one power integrator technique to construct an output feedback controller without nonlinearities. Then, by introducing a scaling gain into the controller and choosing an appropriate Lyapunov–Krasovskii functional, the closed‐loop system can be rendered globally asymptotically stable in probability. A simulation example is provided to illustrate the effectiveness of the designed controller.     

Global output feedback control for uncertain nonlinear feedforward systems

This paper considers a class of uncertain nonlinear feedforward systems with unknown constant growth rate, output polynomial function growth rate and system input function growth rate. Under the most general growth rate condition, only one dynamic gain is used to compensate simultaneously these three types of growth rates, an output feedback controller is constructed to guarantee the boundedness of closed-loop system states and the convergence of original system states.     

Nonlinear–nonquadratic optimal and inverse optimal control for stochastic dynamical systems

In this paper, we develop a unified framework to address the problem of optimal nonlinear analysis and feedback control for nonlinear stochastic dynamical systems. Specifically, we provide a simplified and tutorial framework for stochastic optimal control and focus on connections between stochastic Lyapunov theory and stochastic Hamilton–Jacobi–Bellman theory. In particular, we show that asymptotic stability in probability of the closed‐loop nonlinear system is guaranteed by means of a Lyapunov function that can clearly be seen to be the solution to the steady‐state form of the stochastic Hamilton–Jacobi–Bellman equation and, hence, guaranteeing both stochastic stability and optimality. In addition, we develop optimal feedback controllers for affine nonlinear systems using an inverse optimality framework tailored to the stochastic stabilization problem. These results are then used to provide extensions of the nonlinear feedback controllers obtained in the literature that minimize general polynomial and multilinear performance criteria. Copyright © 2017 John Wiley & Sons, Ltd.     

Mean square exponential stability of stochastic nonlinear delay systems

In this paper, we are concerned with the stability of stochastic nonlinear delay systems. Different from the previous literature, we aim to show that when the determinate nonlinear delay system is globally exponentially stable, the corresponding stochastic nonlinear delay system can be mean square globally exponentially stable. In particular, we remove the linear growth condition and introduce a new polynomial growth condition for g(x(t), x(t ? τ(t))), which overcomes the limitation of application scope and the boundedness of diffusion term form. Finally, we provide an example to illustrate our results.     

Delay-dependent exponential stability of stochastic delay differential system whose coefficients obey the polynomial growth condition

This article discusses the exponential stability of nonlinear stochastic delay differential systems (SDDSs) whose coefficients obey the polynomial growth condition. Delay-dependent criteria on almost sure exponential stability and pth moment exponential stability of such SDDSs have been established. By applying some novel techniques, our criteria work for many SDDSs including some cases in which the ?V operator has a complicated form, which seemingly prevents the existing results from being directly used. The range of order of moment exponential stability and the decay rate can be estimated through the coefficients of the system.