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Published 2013 | public
Book Section - Chapter

Stability of Discrete-Time Systems with Stochastically Delayed Feedback


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.

Additional Information

© 2013 EUCA. This work was supported by NSF grant no. # CNS-0911041 (Division of Computer and Network Systems). The authors would like to thank Mark J. Balas, Enoch Yeung and Mehdi Sadeghpour for helpful discussion and feedback.

Additional details

August 19, 2023
October 26, 2023