Stability analysis and stabilization of randomly switched systems

This article is concerned with stability analysis and stabilization of randomly switched systems with control inputs. The switching signal is modeled as a jump stochastic process independent of the system state; it selects, at each instant of time, the active subsystem from a family of deterministic systems. Three different types of switching signals are considered: the first is a jump stochastic process that satisfies a statistically slow switching condition; the second and the third are jump stochastic processes with independent identically distributed values at jump times together with exponential and uniform holding times, respectively. For each of the three cases we first establish sufficient conditions for stochastic stability of the switched system when the subsystems do not possess control inputs; not every subsystem is required to be stable in the latter two cases. Thereafter we design feedback controllers when the subsystems are affine in control and are not all zero-input stable, with the control space being general subsets of R-m. Our analysis results and universal formulae for feedback stabilization of nonlinear systems for the corresponding control spaces constitute the primary tools for control design.