Stabilization for switched stochastic systems with semi-Markovian switching signals and actuator saturation

Abstract

In this paper, the asymptotic stabilization problem is investigated for a class of switched stochastic systems with semi-Markovian switching signals and actuator saturation. By using the stochastic analysis theory and multiple Lyapunov function method, sufficient conditions for the local asymptotic mean square stability of the related system are established based on the stationary distribution of the embedded Markov chain. Moreover, the mode-dependent state feedback controller and estimation of domain of attraction in mean square sense are proposed in terms of a family of decoupled linear matrix inequalities (LMIs). Finally, two examples are provided to illustrate the effectiveness of the proposed results.