Robust stabilization of Markovian jump linear singular systems with Wiener process

This paper deals with the robust stability and the robust stabilizability problems for the class of uncertain Markovian jump continuous-time singular systems with Wiener process. Our attention is focused on developing sufficient conditions on robust stability and the design of a state feedback controller such that the robust stochastic stability is assured, even if the singular system incorporates both Wiener process disturbance and norm-bounded uncertainties. The obtained sufficient conditions are based on linear matrix inequality technique. Numerical examples are given to show the usefulness of the proposed results.