Random-Time, State-Dependent Stochastic Drift for Markov Chains and Application to Stochastic Stabilization Over Erasure Channels

被引:37
作者
Yueksel, Serdar [1 ]
Meyn, Sean P. [2 ]
机构
[1] Queens Univ, Dept Math & Stat, Kingston, ON K7L 3N6, Canada
[2] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32610 USA
基金
加拿大自然科学与工程研究理事会;
关键词
Information theory; Markov chain Monte-Carlo (MCMC); Markov processes; networked control systems; stochastic stability; MULTICLASS QUEUING-NETWORKS; LINEAR-SYSTEMS; STABILITY; FEEDBACK; CONVERGENCE; CRITERIA; NOISY;
D O I
10.1109/TAC.2012.2204157
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of stochastic networks. In this paper we extend the general theory to randomized multi-step Lyapunov theory to obtain criteria for stability and steady-state performance bounds, such as finite moments. These results are applied to a remote stabilization problem, in which a controller receives measurements from an erasure channel with limited capacity. Based on the general results in the paper it is shown that stability of the closed loop system is assured provided that the channel capacity is greater than the logarithm of the unstable eigenvalue, plus an additional correction term. The existence of a finite second moment in steady-state is established under additional conditions.
引用
收藏
页码:47 / 59
页数:13
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