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On Stability and Stabilizability of Singular Stochastic Systems with Delays

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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.

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Authors and Affiliations

  1. GERAD and Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, Canada

    E. K. Boukas

  2. Department of Automation, Nanjing University of Science and Technology, Nanjing, P. R. China

    S. Xu

  3. Mechanical Engineering Department, University of Hong Kong, Hong Kong, P. R. China

    J. Lam

Authors
  1. E. K. Boukas
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  2. S. Xu
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  3. J. Lam
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Additional information

Communicated by C. T. Leondes

The research of this author was supported by NSERC Grant RGPIN36444-02.

The research of this author was supported by the Program for a New Century of Excellent Talents in the Universities and by the Foundation for the Authors of National Excellent Doctoral Dissertations of P. R. China, Grant 200240.

The research of this author was supported by HKU Grant RGC 7029/05P.

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Boukas, E.K., Xu, S. & Lam, J. On Stability and Stabilizability of Singular Stochastic Systems with Delays. J Optim Theory Appl 127, 249–262 (2005). https://doi.org/10.1007/s10957-005-6538-5

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