On stability and stabilizability of singular stochastic systems with delays

被引：90

作者：

Boukas, EK ^{[1
]}

Xu, S

Lam, J

机构：

[1] GERAD, Montreal, PQ, Canada

[2] Ecole Polytech Montreal, Dept Engn Mech, Montreal, PQ, Canada

[3] Nanjing Univ Sci & Technol, Dept Automat, Nanjing, Peoples R China

[4] Univ Hong Kong, Dept Mech Engn, Hong Kong, Hong Kong, Peoples R China

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2005年 / 127卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

singular systems; jump linear systems; linear matrix inequalities; stochastic stability; stochastic stabilizability; state feedback;

D O I：

10.1007/s10957-005-6538-5

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：249 / 262

页数：14

共 27 条

[1]

Boukas E.-K., 2002, CONTROL ENGN SER BIR

[2] Exponential stabilizability of stochastic systems with Markovian jumping parameters [J].