摘要

This paper investigates the problem of asymptotic stability in probability for singular stochastic systems with Markovian switchings. A stochastic Lyapunov theorem on asymptotic stability in probability for the considered systems is provided. Also, we show that the original system has the same stability property as its difference-algebraic form based on singular value decomposition. By utilizing the earlier results, a sufficient condition is obtained in terms of linear matrix inequalities, which is easy to check by using standard software.