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Zbl 1209.93157
Feng, Wei; Tian, Jie; Zhao, Ping
Stability analysis of switched stochastic systems. (English)
[J] Automatica 47, No. 1, 148-157 (2011). ISSN 0005-1098

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.

MSC 2000:: *93E15 Stochastic stability
93D30 Scalar and vector Lyapunov functions
93E03 General theory of stochastic systems

Keywords: stochastic system; switched systems; moment stability; sample path stability

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