Stabilization and H_∞ Performance Research on a Class of Uncertain Stochastic Switched Systems

Sufficient conditions of the robust stabilization and the existence of robust H_∞controller under certain switching conditions are proposed for a class of uncertain stochastic switched systems by means of stochastic Lyapunov stability theory and It ô differential rule.A memoryless controller is designed by state feedback technique under all admissible uncertain conditions,which guarantees the asymptotic stability of the close-loop systems.All results in this paper are expressed in terms of linear matrix inequality,and numerical example and simulation are presented to illustrate the correctness and effectiveness of the proposed method.