International Journal of Control, Vol.93, No.6, 1381-1387, 2020
Stability analysis of switched singular stochastic linear systems
This paper is devoted to study the stability of switched singular stochastic linear systems with both stable and unstable subsystems. By using the method of multiple Lyapunov functions and the notion of average dwell time, we provide sufficient conditions for the exponential mean-square stability of switched singular stochastic systems in terms of a proper switching rule and the linear matrix inequalities. An example is given to illustrate the effectiveness of the obtained results.
Keywords:Switched singular stochastic system;exponential mean-square stability;multiple Lyapunov functions;average dwell time;switching rule