Groupe d’études et de recherche en analyse des décisions

G-2005-13

Stabilization of Stochastic Nonlinear Hybrid Systems

This paper deals with the control of stochastic nonlinear hybrid systems. Under some appropriate assumptions results on stochastic stability and stochastic stabilization are developed. Two state feedback controllers (linear and nonlinear) that stochastically stabilize the class of systems we are considering are designed. LMI sufficient conditions are developed to compute the gains of these controllers. Numerical examples are provided to show the usefulness of the developed results.

, 15 pages