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On Stability and Stabilizability of Singular Stochastic Systems with Delays

Author

Listed:
  • E. K. Boukas

    (École Polytechnique de Montréal)

  • S. Xu

    (Nanjing University of Science and Technology)

  • J. Lam

    (University of Hong Kong)

Abstract

This paper deals with the class of continuous-time singular linear systems with Markovian jump parameters and time delays. Sufficient conditions on the stochastic stability and stochastic stabilizability are developed. A design algorithm for a state feedback controller which guarantees that the closed-loop dynamics will be regular, impulse free, and stochastically stable is proposed in terms of the solutions to linear matrix inequalities.

Suggested Citation

  • E. K. Boukas & S. Xu & J. Lam, 2005. "On Stability and Stabilizability of Singular Stochastic Systems with Delays," Journal of Optimization Theory and Applications, Springer, vol. 127(2), pages 249-262, November.
    • Handle: RePEc:spr:joptap:v:127:y:2005:i:2:d:10.1007_s10957-005-6538-5
    DOI: 10.1007/s10957-005-6538-5
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    Cited by:

    1. Y. Y. Wang & P. F. Zhou & Q. B. Wang & D. P. Duan, 2014. "State Estimation and Reliable Control of Singular Markovian Systems with Distributed State Delays and Input Delays," Journal of Optimization Theory and Applications, Springer, vol. 162(1), pages 313-328, July.
    2. Jiang, Baoping & Gao, Cunchen & Xie, Jing, 2015. "Passivity based sliding mode control of uncertain singular Markovian jump systems with time-varying delay and nonlinear perturbations," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 187-200.

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