SUMMARYThis paper aims to develop the stability theory for singular stochastic Markov jump systems with statedependent noise, including both continuous-time and discrete-time cases. The sufficient conditions for the existence and uniqueness of a solution to the system equation are provided. Some new and fundamental concepts such as non-impulsiveness and mean square admissibility are introduced, which are different from those of other existing works. By making use of the H-representation technique and the pseudo inverse E C of a singular matrix E, sufficient conditions ensuring the system to be mean square admissible are established in terms of strict linear matrix inequalities, which can be regarded as extensions of the corresponding results of deterministic singular systems and normal stochastic systems. Practical examples are given to demonstrate the effectiveness of the proposed approaches.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.