On Exponential Stability for Linear Switched Stochastic Systems: Multiple Lyapunov Functions Approach

被引：0
|
作者：
Cong Shen [1 ]
Jiang Haifeng [1 ]
Zhang Haitao [1 ]
Huang Yanyan [1 ]
机构：
[1] Heilongjiang Univ, Sch Mech & Elect Engn, Harbin 150080, Peoples R China
来源：
2011 30TH CHINESE CONTROL CONFERENCE (CCC) | 2011年
关键词：
Switched stochastic systems; Almost sure exponential stability; Multiple Lyapunov functions; Switching frequency; STABILIZATION;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We are interested in characterizing the effect of noise perturbation on the stability of switched systems. To this end, we extend the multiple Lyapunov functions approach to the linear Ito stochastic switched systems and make use of Ito formula to get almost sure exponential stability conditions. Furthermore, subsystem's state-feedback control design is addressed aiming at making the closed-loop system almost sure exponentially stable, which is governed by some specified switching signal. An illustrative example is given to show the effectiveness of the results.
引用
收藏
页码：1749 / 1752
页数：4
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