Group for Research in Decision Analysis

G-2004-78

On Stability and Stabilizability of Singular Stochastic Systems with Delays

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This paper deals with a class of continuous-time singular linear systems with Markovian jump parameters and time delays. Sufficient conditions on 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 (LMIs).

, 14 pages