Stabilisation and performance synthesis for switched stochastic systems

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.