Stochastic Dissipativity for Systems with Probabilistic Input Delays

Abstract

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from an operator-theoretic perspective, and the well-known open-loop dissipativity conditions for closed-loop/network stability are extended to the stochastic case. Criteria are derived to identify dissipative nonlinear systems with stochastic input delays, and this result is used to find delay-distribution-dependent linear matrix inequality conditions for stochastic dissipativity of a linear system with input delays of a known probability distribution. A numerical experiment demonstrates the utility of the resulting criteria for robust plant analysis and controller design, highlighting significantly reduced conservatism compared to deterministic methods.