stochastic finite-time guaranteed cost control of markovian jumping singular systems随机限定时间马尔可夫过程的跳跃奇异系统的保成本控制.pdf

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2011, Article ID 431751, 20 pages doi:10.1155/2011/431751 Research Article Stochastic Finite-Time Guaranteed Cost Control of Markovian Jumping Singular Systems Yingqi Zhang,1 Caixia Liu,1 and Xiaowu Mu2 1 College of Science, Henan University of Technology, Zhengzhou 450001, China 2 Department of Mathematics, Zhengzhou University, Zhengzhou 450001, China Correspondence should be addressed to Xiaowu Mu, muxiaowu@163.com Received 17 April 2011; Revised 2 August 2011; Accepted 8 August 2011 Academic Editor: Alexei Mailybaev Copyright q 2011 Yingqi Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. The problem of stochastic finite-time guaranteed cost control is investigated for Markovian jumping singular systems with uncertain transition probabilities, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the definitions of stochastic singular finite- time stability, stochastic singular finite-time boundedness, and stochastic singular finite-time guaranteed cost control are presented. Then, sufficient conditions on stochastic singular finite- time guaranteed cost control are obtained for the family of stochastic singular systems. Designed algorithms for the state feedback controller are provided to guarantee that the underlying stochastic singular system is stochastic singular finite-time guaranteed cost control in terms of restricted linear matrix equalities with a fixed parameter. Finally, numerical examples are given to