Exponential stability of stochastic singular delay systems with general Markovian switchings |
| |
| Authors: | Guoliang Wang Qingling Zhang Chunyu Yang |
| |
| Affiliation: | 1. School of Information and Control Engineering, Liaoning Shihua University, Liaoning, China;2. Institute of Systems Science, Northeastern University, Liaoning, China;3. State Key Laboratory of Synthetical Automation for Process Industries, Northeastern University, Liaoning, China;4. School of Information and Electrical Engineering, China University of Mining and Technology, Jiangsu, China |
| |
| Abstract: | In recent years, Markovian jump systems have received much attention. However, there are very few results on the stability of stochastic singular systems with Markovian switching. In this paper, the discussed system is the stochastic singular delay system with general transition rate matrix in terms of uncertain and partially unknown transition rate matrix. The aim is to answer the question whether there are conditions guaranteeing the underlying system having a unique solution and being exponentially admissible simultaneously. The proposed results show that all the features of the underlying system such as time delay, diffusion, and general Markovian switchings play important roles in the system analysis of exponential admissibility. A numerical example is used to demonstrate the effectiveness of the proposed methods. Copyright © 2014 John Wiley & Sons, Ltd. |
| |
| Keywords: | singular Markovian jump systems stochastic singular systems exponential stability uncertain Markovian switching partially unknown transition probabilities linear matrix inequalities (LMIs) |
|
|
