On H∞ performance of switched stochastic delayed systems

This paper deals with the issue of H_∞ performance analysis for switched stochastic systems with time delay. Based on non-convolution type multiple Lyapunov functions and average dwell time technique, a delay-dependent H_∞ performance analysis criterion is presented in terms of a set of linear matrix inequalities (LMIs). The proposed result can ensure that the system is mean-square exponential stable with a prescribed H_∞ performance level γ > 0. Different from the existing approach dependent on the given decay rate, the the average dwell time condition of this paper is applicable to cases without any decay rates. The effectiveness of the proposed method is demonstrated by an illustrative example.