Robust model predictive control algorithm for time-delay stochastic singular systems

The problem of robust predictive control is investigated for time-delay stochastic singular systems with polytopic uncertainty and a design method of robust predictive controller is proposed. By constructing the stochastic Lyapunov function, using multidimensional Itô formula a, the problem of controller designing is converted into the solvability problem of a group of LMIs, then the expression and a sufficient conditions for the existence of the controller are given. It is proved that the stochastic admissible property of the closed-loop singular systems is guaranteed by the controller. A simulation example illustrates the efficiency of the method finally.