Stability Analysis of Switched Linear Stochastic Systems with Unknown Switchings
| Authors: | Fang Haitao, Key Laboratory of Systems and Control, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China
Ye Peng, Key Laboratory of Systems and Control, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China |
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| Topic: | 1.4 Stochastic Systems |
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| Session: | Hybrid Stochastic Systems |
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| Keywords: | Switched systems, stability, stabilization, estimation. |
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Abstract
This paper is concerned with the stabilization problem of switchedlinear stochastic systems with unknown switchings. In this paperthe system switching among a finite set of controllable linearstochastic systems is considered. Since there are noiseperturbations, the switching laws can not be exactly identified ina finite time horizon, we prove that if each individual subsystemis controllable and the switching duration uniformly has a strictpositive lower bound, then the system can be stabilized by usingon-line identification method and suitable designed controller.
