On stability and stabilizability of singular stochastic systems with delays. (English) Zbl 1101.93077

The paper deal with the problems of stability analysis and stabilization for singular Markovian jump system with time delays. Based on a set of linear matrix inequalities, the sufficient conditions which guarantee the regularity, absence of impulses, and stochastic stability of such systems are presented. Based on this, the sufficient conditions for the existence of a state feedback controller are derived. A memoryless controller is used in the paper and a design algorithm in terms of the solutions to linear matrix inequalities is proposed to synthesize the controller gains. A numerical example is provided to demonstrate the effectiveness of the proposed method.


93E15 Stochastic stability in control theory
93D15 Stabilization of systems by feedback
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