State-feedback control of stochastic discrete-time linear switched systems with dwell time

This paper addresses the stability, as well as an upper bound on the ℓ₂ -gain of linear switched state-multiplicative stochastic systems. The switching law is assumed to obey a dwell time constraint. The results are achieved by assigning each subsystem its own Lyapunov function. The Lyapunov function is time varying during the dwell time and becomes time invariant afterwards. The Lyapunov function is required to be non-increasing at the switching instances. If the dwell time approaches zero - the standard quadratic conditions are recovered. Stability and performance are guaranteed in the mean-square sense by requiring the expected value of the Lyapunov function to decrease, both for nominal systems and systems that entail polytopic-type parameter uncertainties. The theory is then extended to state-feedback controller design. The conditions are all given in terms of linear matrix inequalities.