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Stability analysis of switched stochastic systems. (English) Zbl 1209.93157
Summary: For a class of Switched Stochastic (SS) systems, the Moment Stability (M-S) and Sample Path Stability (SP-S) are investigated, respectively, and there are two main contributions. First, based on accurate estimations for the powers of solution of a special nonswitched stochastic system, by employing the concepts of a Lyapunov function and describing the switching laws with the average dwell-time and the subsystems, three sufficiency theorems of p-th M-S are given for the SS systems. Then, for the SP-S of such systems, based on the results of p-th M-S, two sufficiency theorems are obtained for p>2 and p=2, respectively.
MSC:
93E15Stochastic stability
93D30Scalar and vector Lyapunov functions
93E03General theory of stochastic systems
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