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Observer-Based Controller Design for Singular Stochastic Markov Jump Systems with State Dependent Noise

ZHAO Yong 1, ZHANG Weihai2   

  1. 1.College of Electrical Engineering and Automation and College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, China.2.College of Electrical Engineering and Automation, Shandong University of Science and Technology, Qingdao 266590, China.
  • Online:2016-08-25 Published:2016-08-24

ZHAO Yong,ZHANG Weihai. Observer-Based Controller Design for Singular Stochastic Markov Jump Systems with State Dependent Noise[J]. Journal of Systems Science and Complexity, 2016, 29(4): 946-958.

This paper is concerned with the problem of observer-based controller design for singular stochastic Markov jump systems with state-dependent noise. Two concepts called “non-impulsiveness” and “mean square admissibility” are introduced, which are different from previous ones. Sufficient conditions for the open- and closed-loop singular stochastic Markov jump systems with state-dependent noise to be mean square admissible are provided in terms of strict LMIs. The controller gain and the observer gain which guarantee the resulting closed-loop error system to be mean square admissible are obtained in turn by solving the strict LMIs. A numerical example is presented to show the efficiency of the design approach.

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