IEEE Transactions on Automatic Control, Vol.64, No.5, 2084-2091, 2019
New Results on Stability Analysis of Markovian Switching Singular Systems
This paper addresses the stability problem for linear continuous-time Markovian switching singular systems. Considering the inherent state jump behavior at the switching instants, a necessary and sufficient condition of exponential stability in the mean square sense for the Markovian switching singular system is established in terms of linear matrix inequalities by means of a stochastic Lyapunov approach. Based on the obtained stability result, sufficient conditions of exponential stability in the mean square sense for the Markovian switching singular system with uncertain and partly unknown transition probability are presented. Numerical examples are presented to illustrate the effectiveness of the proposed approach.
Keywords:Exponential stability in the mean square sense;Markovian switching singular systems;state jumps;uncertain and partly unknown transition probability