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 -th M-S are given for the SS systems. Then, for the SP-S of such systems, based on the results of -th M-S, two sufficiency theorems are obtained for and , respectively.
|93D30||Scalar and vector Lyapunov functions|
|93E03||General theory of stochastic systems|