Dissipative control for stochastic singular systems with state delay

Abstract

In this paper, the dissipative control problem for a class of stochastic singular system with state delay is considered. Based on the singular stochastic Lyapunov method, a sufficient condition is firstly derived for the system to be mean-square asymptotically stable and strictly dissipative using linear matrix inequality. Then the state feedback controller is designed such that the closed-loop system to be mean-square asymptotically stable and strictly dissipative. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed method.