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Stability of Discrete-Time Systems with Stochastically Delayed Feedback

Authors
  • Gomez, Marcella M.
  • Orosz, Gábor
  • Murray, Richard M.
Publication Date
Jan 01, 2013
Source
Caltech Authors
License
Unknown

Abstract

This paper investigates the stability of linear systems with stochastic delay in discrete time. Stability of the mean and second moment of the non-deterministic system is determined by a set of deterministic discrete-time equations with distributed delay. A theorem is provided that guarantees convergence of the state with convergence of the second moment, assuming that delays are identically independently distributed. The theorem is applied to a scalar equation where the stability of the equilibrium is determined.

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