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

作     者：ZHAO Yong ZHANG Weihai 

作者机构：College of Electrical Engineering and Automation and College of Mathematics and Systems ScienceShandong University of Science and TechnologyQingdao 266590China College of Electrical Engineering and AutomationShandong University of Science and TechnologyQingdao 266590China 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2016年第29卷第4期

页      面：946-958页

核心收录：

学科分类：02[经济学] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 070103[理学-概率论与数理统计] 071101[理学-系统理论] 0711[理学-系统科学] 0202[经济学-应用经济学] 020208[经济学-统计学] 0714[理学-统计学（可授理学、经济学学位）] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 

基　　金：supported by the National Natural Science Foundation of China under Grant No.61573227 the Research Fund for the Taishan Scholar Project of Shandong Province of China the SDUST Research Fund No.2015TDJH105 the State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources under Grant No.LAPS16011 

主　　题：Linear matrix inequalities observer-based controller singular stochastic systems stability. 

摘      要：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-impulsivenessand 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.