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Observer-based robust \(H_\infty\) control for switched stochastic systems with time-varying delay. (English) Zbl 1291.93116

Summary: This paper investigates the problem of observer-based robust \(H_\infty\) control for a class of switched stochastic systems with time-varying delay. Based on the average dwell time method, an exponential stability criterion for switched stochastic delay systems is proposed. Then, \(H_\infty\) performance analysis and observer-based robust \(H_\infty\) controller design for the underlying systems are developed. Finally, a numerical example is presented to illustrate the effectiveness of the proposed approach.

MSC:

93B36 \(H^\infty\)-control
93E03 Stochastic systems in control theory (general)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
93B07 Observability
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