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Finite-time analysis and \(H_\infty\) control for switched stochastic systems. (English) Zbl 1273.93173

Summary: This paper is concerned with the finite-time stability, boundedness and \(H_\infty\) control problems for a class of switched stochastic systems. Using the average dwell time method and the multiple Lyapunov-like function technique, some sufficient conditions are proposed to guarantee the finite-time properties for the switched stochastic systems in the form of matrix inequalities. Also, a state feedback controller for the finite-time \(H_\infty\) control problem is obtained. An example is employed to verify the effectiveness of the proposed method.

MSC:

93E15 Stochastic stability in control theory
93C30 Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)
93B36 \(H^\infty\)-control
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