Stabilization of Stochastic Hybrid Linear Systems with Noise

Abstract

This article deals with the class of uncertain stochastic hybrid linear systems with noise. The uncertainties we are considering are of norm bounded type. The stochastic stabilization and robust stabilization problems are treated. Linear matrix inequality (LMI)-based sufficient conditions are developed to design the state feedback controller with constant gain that stochastically (robust stochastically) stabilizes the studied class of systems. Our results are mode independent and require only the complete access to the state vector. Numerical examples are given to show the effectiveness of the proposed results.