Stochastic stabilization of singular systems with Markovian switchings

Guoliang Wang

Applied Mathematics and Computation, 2015, vol. 250, issue C, 390-401

Abstract: This paper studies the stochastic stabilization problem for a class of singular Markovian jump system. The aim is to determine whether or not there is a stochastic feedback controller stabilizing a given singular Markovian jump system (SMJS). A new kind of stochastic controller only in the diffusion part is proposed such that the closed-loop system has a unique solution and is almost surely exponentially admissible. New sufficient condition for the existence of such a controller is given as linear matrix inequalities (LMIs). Based on this, more extensions to transition probability matrix (TPM) with elements partially unknown and system states partially observable are developed. A numerical example is used to demonstrate the effectiveness of the proposed methods.

Keywords: Singular Markovian jump systems; Stochastic stabilization; Partially unknown transition probabilities; Linear matrix inequalities (LMIs) (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:250:y:2015:i:c:p:390-401

DOI: 10.1016/j.amc.2014.11.019

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