Groupe d’études et de recherche en analyse des décisions

G-2004-17

Robust H Stabilization of Stochastic Hybrid Systems with Wiener Process

This paper deals with the class of uncertain continuous-time linear stochastic hybrid systems with Wiener process. The uncertainties we are considering are of norm bounded type. The robust H stochastic stabilization problem is treated. LMIs based conditions are developed to design the state feedback controller that robust stochastically stabilizes the studied class of systems and at the same time rejects the disturbance rejection of a desired level. The minimum disturbance rejection is also determined. A numerical example is provided to show the validness of the proposed results.

, 21 pages