Delay-independent stability of moments of a linear oscillator with delayed state feedback and parametric white noise

Yanfei Jin

doi:10.1016/j.probengmech.2015.06.003

Delay-independent stability of moments of a linear oscillator with delayed state feedback and parametric white noise

Yanfei Jin^*

^*Corresponding author for this work

School of Aerospace Engineering

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

Abstract The stability of a linear oscillator with delayed state feedback driven by parametric Gaussian white noise is studied in this paper. The first and second order moment equations of the system response are derived by using moment method and Itô differential rule. Based on the moment equations, the delay-independent stable conditions of both moments are proposed: For the first order moment, the sufficient and necessary condition that guarantee delay-independent stability is identified to that of the deterministic system; for the second order moment, the sufficient condition that ensure delay-independent stability depends on noise intensity. The theoretical results are also illustrated with numerical simulations.

Original language	English
Article number	2841
Pages (from-to)	115-120
Number of pages	6
Journal	Probabilistic Engineering Mechanics
Volume	41
DOIs	https://doi.org/10.1016/j.probengmech.2015.06.003
Publication status	Published - 13 Jul 2015

Keywords

Delay-independent stability
Linear oscillator
Moment equations
Parametric white noise

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10.1016/j.probengmech.2015.06.003

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title = "Delay-independent stability of moments of a linear oscillator with delayed state feedback and parametric white noise",

abstract = "Abstract The stability of a linear oscillator with delayed state feedback driven by parametric Gaussian white noise is studied in this paper. The first and second order moment equations of the system response are derived by using moment method and It{\^o} differential rule. Based on the moment equations, the delay-independent stable conditions of both moments are proposed: For the first order moment, the sufficient and necessary condition that guarantee delay-independent stability is identified to that of the deterministic system; for the second order moment, the sufficient condition that ensure delay-independent stability depends on noise intensity. The theoretical results are also illustrated with numerical simulations.",

keywords = "Delay-independent stability, Linear oscillator, Moment equations, Parametric white noise",

author = "Yanfei Jin",

note = "Publisher Copyright: {\textcopyright} 2015 Elsevier Ltd.",

year = "2015",

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doi = "10.1016/j.probengmech.2015.06.003",

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T1 - Delay-independent stability of moments of a linear oscillator with delayed state feedback and parametric white noise

AU - Jin, Yanfei

PY - 2015/7/13

Y1 - 2015/7/13

N2 - Abstract The stability of a linear oscillator with delayed state feedback driven by parametric Gaussian white noise is studied in this paper. The first and second order moment equations of the system response are derived by using moment method and Itô differential rule. Based on the moment equations, the delay-independent stable conditions of both moments are proposed: For the first order moment, the sufficient and necessary condition that guarantee delay-independent stability is identified to that of the deterministic system; for the second order moment, the sufficient condition that ensure delay-independent stability depends on noise intensity. The theoretical results are also illustrated with numerical simulations.

AB - Abstract The stability of a linear oscillator with delayed state feedback driven by parametric Gaussian white noise is studied in this paper. The first and second order moment equations of the system response are derived by using moment method and Itô differential rule. Based on the moment equations, the delay-independent stable conditions of both moments are proposed: For the first order moment, the sufficient and necessary condition that guarantee delay-independent stability is identified to that of the deterministic system; for the second order moment, the sufficient condition that ensure delay-independent stability depends on noise intensity. The theoretical results are also illustrated with numerical simulations.

KW - Delay-independent stability

KW - Linear oscillator

KW - Moment equations

KW - Parametric white noise

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VL - 41

SP - 115

EP - 120

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

M1 - 2841

ER -

Delay-independent stability of moments of a linear oscillator with delayed state feedback and parametric white noise

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Keywords

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