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Control of Singular Markovian Jump Systems with Bounded Transition Probabilities

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  • Hongsheng Lin
  • Ying Li
  • Guoliang Wang

Abstract

This paper discusses control problems of continuous-time and discrete-time singular Markovian jump systems (SMJSs) with bounded transition probabilities. Improved sufficient conditions for continuous-time SMJSs to be regular, impulse free, and stochastically stable with -disturbance attenuation are established via less conservative inequality to estimate the transition jump rates, so are the discrete-time SMJSs. With the obtained conditions, the design of a state feedback controller which ensures the resulting closed-loop system to be stochastically admissible and with performance is given in terms of linear matrix inequalities (LMIs). Finally, illustrative examples are presented to show the effectiveness and the benefits of the proposed approaches.

Suggested Citation

  • Hongsheng Lin & Ying Li & Guoliang Wang, 2013. "Control of Singular Markovian Jump Systems with Bounded Transition Probabilities," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-8, December.
    • Handle: RePEc:hin:jnlmpe:495194
    DOI: 10.1155/2013/495194
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