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.


93E15 Stochastic stability in control theory
93D30 Lyapunov and storage functions
93E03 Stochastic systems in control theory (general)
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