Stabilization of switched linear stochastic dynamical systems under limited mode information

Almost sure asymptotic stabilization problem of continuous-time switched linear stochastic dynamical systems is considered. The mode signal, which manages the transition between subsystems, is modeled as a Markov chain. Mode information is assumed to be only available at certain time instances. We propose a control law that depends on the sampled information of the mode signal, which is constructed from the available mode samples. Based on our stability analysis for switched linear stochastic systems, we obtain sufficient conditions under which the proposed control law guarantees stability of the zero solution. Finally, we present an illustrative numerical example to demonstrate the efficacy of our results.