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

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 It坥 stochastic switched systems and make use of It坥 formula to get almost sure exponential stability conditions. Furthermore, subsystem抯 state-feedback control design is addressed aiming at making the closed-loop system almost sure exponentially stable, which is governed by some speci.ed switching signal. An illustrative example is given to show the effectiveness of the results.

作者: CONG Shen JIANG Haifeng ZHANG Haitao HUANG Yanyan

作者单位: School of Mechanical & Electrical Engineering, Heilongjiang University, Harbin 150080, P.R.China School of Automation, Nanjing University of Science and Technology, Nanjing 210094, P.R.China School of Automation, Southeast University, Nanjing 210096, P.R.China

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-4

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）