Stabilisation and performance synthesis for switched stochastic systems

Abstract

This study is concerned with the stability and performance analysis, stabilisation and ℋ∞ control problems for continuous-time switched stochastic systems. By applying the average dwell time method and the piecewise Lyapunov function technique, a sufficient condition is first proposed to guarantee the mean-square exponential stability for the unforced switched stochastic system. Also, a condition on a weighted ℋ∞ performance is proposed. The stabilisation and ℋ∞ control including both state feedback control and dynamic output feedback control are considered. Numerical examples are provided to illustrate the effectiveness of the proposed theories.