On the stability analysis of switched stochastic systems

In this paper, for a class of switched stochastic (SS) systems, the moment stability (M-S) and sample path stability (SP-S) are investigated, respectively, and there are three contributions. First, an existence result of solution is presented for a nonswitched stochastic system, the upper-bound estimations of higher moment are given. Then, by employing the concept of average dwell-time and dividing all subsystems into two parts, a sufficiency theorems is given for the M-S of the SS systems. Further, for SP-S of such systems, by estimating the exact upper-bounds of some random variables in the form of mathematical expectation, then under a comparatively unified and concise condition, a sufficiency theorem is presented.