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.
Inspec keywords: H∞ control; state feedback; continuous time systems; control system synthesis; mean square error methods; stochastic systems; stability; Lyapunov methods
Other keywords:
Subjects: Interpolation and function approximation (numerical analysis); Optimal control; Control system analysis and synthesis methods; Stability in control theory; Time-varying control systems
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