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

Liron I. Allerhand, Eli Gershon, Uri Shaked

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review


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.

Original languageEnglish
Title of host publication2015 European Control Conference, ECC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Electronic)9783952426937
StatePublished - 16 Nov 2015
EventEuropean Control Conference, ECC 2015 - Linz, Austria
Duration: 15 Jul 201517 Jul 2015

Publication series

Name2015 European Control Conference, ECC 2015


ConferenceEuropean Control Conference, ECC 2015


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