Abstract
This paper is concerned with the ℋ ∞ dynamic output feedback (DOF) control problem for discrete-time switched Ito stochastic hybrid systems. By applying the average dwell time method and the piecewise Lyapunov function technique, a sufficient condition is first proposed, which guarantees the closed-loop switched stochastic system to be mean-square exponentially stable with a weighted ℋ ∞ performance. Then the solvability condition for the ℋ ∞ DOF control is also established, by which the DOF controller can be found by solving a set of linear matrix inequalities (LMIs).
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