Weighted H∞ Performance Analysis of Nonlinear Stochastic Switched Systems with State Dependent Noise: A Mode-Dependent Average Dwell Time Method

Abstract

This paper is concerned with the issues of weighted H∞ performance of a class of stochastic switched affine nonlinear systems. The stochastic system considered in the literature is with state dependent noise. The switching strategy is about mode-dependent average dwell time (MDADT) approach, which is more general than the average dwell time (ADT) approach by considering each subsystem with its own ADT. A sufficient condition is obtained to guarantee the considered system with all stable subsystems achieve the exponential stability in mean square sense and a weighted H∞ performance. Finally, some remarks concludes this paper.