Stabilisation and performance synthesis for switched stochastic systems

Author

Wu, Liang ; Ho, Daniel W. C. ; Li, C.W.

Author_Institution

Space Control & Inertial Technol. Res. Center, Harbin Inst. of Technol., Harbin, China

Volume

4

Issue

10

fYear

2010

fDate

10/1/2010 12:00:00 AM

Firstpage

1877

Lastpage

1888

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.

Keywords

H^∞ control; Lyapunov methods; continuous time systems; control system synthesis; mean square error methods; stability; state feedback; stochastic systems; H_∞ control problems; average dwell time method; continuous-time switched stochastic systems; dynamic output feedback control; mean-square exponential stability; performance synthesis; piecewise Lyapunov function technique; stabilisation synthesis; state feedback control; unforced switched stochastic system;

fLanguage

English

Journal_Title

Control Theory & Applications, IET

Publisher

iet

ISSN

1751-8644

Type

jour

DOI

10.1049/iet-cta.2009.0179

Filename

5611710