Mean-Square Admissibility Analysis and Controller Design for Itô-Type Stochastic Singular Systems

The issues of mean-square admissibility and synthesis of It
$\hat {o}$
-type stochastic singular systems (SSSs) under Brownian parameter perturbations are introduced in this article. For ease of computation, a novel sufficient condition is given to guarantee autonomous systems are mean-square admissible via strict linear matrix inequalities(LMIs). Furthermore, own to the measurable of the system states, both state feedback controller and observer-based controller (OBC) for It
$\hat {o}$
-type SSSs are investigated. However, in It
$\hat {o}$
-type SSSs, because the state of the system and the observer can be affected by Brownian fluctuation, it is not feasible that the observer and control gains design are completely separate. To this end, an innovative design approach is also proposed to solve the controller and observer parameters simultaneously in form of strict LMIs. Finally, three examples are introduced to demonstrate the effectiveness of the proposed method.