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control of discrete-time switched itô stochastic systems via dynamic output feedback

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2 Author(s)
Ligang Wu ; Space Control and Inertial Technology Research Center, Harbin Institute of Technology, 150001, China ; Daniel W. C. Ho

This paper is concerned with the H dynamic output feedback (DOF) control problem for discrete-time switched Itô stochastic hybrid systems. By applying the average dwell time method and the piecewise Lyapunov function technique, a sufficient condition is first proposed, which guarantees the closed-loop switched stochastic system to be mean-square exponentially stable with a weighted H performance. Then the solvability condition for the H DOF control is also established, by which the DOF controller can be found by solving a set of linear matrix inequalities (LMIs).

Published in:

2011 50th IEEE Conference on Decision and Control and European Control Conference

Date of Conference:

12-15 Dec. 2011