Brief paper: Stability analysis of switched stochastic systems

  • Authors:
  • Wei Feng;Jie Tian;Ping Zhao

  • Affiliations:
  • College of Information Sciences and Engineering, Center for Post-doctoral Studies of Economy and management of Agricultural and Forestry, Shandong Agricultural University, Taian 271018, Shandong, ...;College of Information Sciences and Engineering, Shandong Agricultural University, Taian 271018, Shandong, China;School of Control Science and Engineering, University of Jinan, Jinan 250022, Shandong, China

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2011

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Abstract

In this paper, 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 (nSS) 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 p2 and p=2, respectively.