vix.ing · top · new · best · stats · spec

Mean-Square Stability and Stabilizability for LTI and Stochastic Systems Connected in Feedback

2024/02/06 by Li, Junhui, Lu, Jieying, Su, Weizhou
#FOS: Electrical engineering #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.2402.04074

Abstract

In this paper, the feedback stabilization of a linear time-invariant (LTI) multiple-input multiple-output (MIMO) system cascaded by a linear stochastic system is studied in the mean-square sense. Here, the linear stochastic system can model a class of correlated stochastic uncertainties such as channel uncertainties induced by packet loss and random transmission delays in networked systems. By proposing a key parameter called coefficient of frequency variation to characterize the correlation of the stochastic uncertainties, we present a necessary and sufficient condition of the mean-square stability for this MIMO stochastic feedback system. After then a necessary and sufficient condition for the mean-square stabilizability is provided, which reveals a fundamental limit imposed by the system's unstable poles, nonminimum-phase (NMP) zeros, relative degrees (input delays), and the coefficient of frequency variation of the stochastic uncertainties. A numerical example is presented to illustrate the fundamental constraints in the mean-square stabilizability of MIMO networked systems with parallel communication channels.

Related