Groupe d’études et de recherche en analyse des décisions

G-2008-14

On Stability and Stabilization of Continuous-Time Singular Markovian Switching Systems

This paper deals with the class of continuous-time singular linear systems with Markovian switching. Under full and partial knowledge of the jump rates of the continuous-time Markov process sufficient conditions in the LMI setting for the system to be piecewise regular, impulse-free and stochastically stable are developed. A state feedback controller that makes the closed-loop system piecewise regular, impulse-free and stochastically stable is also designed. Numerical examples are proposed to show the validness of the developed results.

, 22 pages