Groupe d’études et de recherche en analyse des décisions

G-2004-28

Stochastic Hybrid Systems: Stability and Stabilization

This paper deals with the control of the class of uncertain hybrid stochastic systems. The uncertainties we are considering are of norm bounded type. The stochastic stabilization and robust stabilization problems are treated. LMIs based conditions are developed to design the state feedback controller with constant gain that stochastically (robust stochastically) stabilizes the studied class of systems. Numerical examples are given to show the usefulness of the proposed results.

, 14 pages