The problems of mean-square exponential stability and robustH∞control of switched stochastic systems with time-varying delay are investigated in this paper. Based on the average dwell time method and Gronwall-Bellman inequality, a new mean-square exponential stability criterion of such system is derived in terms of linear matrix inequalities (LMIs). Then,H∞performance is studied and robustH∞controller is designed. Finally, a numerical example is given to illustrate the effectiveness of the proposed approach.
Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
