G-2004-78
On Stability and Stabilizability of Singular Stochastic Systems with Delays
El-Kébir Boukas, Shengyuan Xu et James Lam
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).
Paru en novembre 2004 , 14 pages