Output feedback control of a class of stochastic hybrid systems

This paper deals with static output feedback control of a class of reconfigurable systems with Markovian Parameters and state-dependent noise. The main contribution is to formulate conditions for multi-performance design related to this class of stochastic hybrid systems. The specifications and objectives under consideration include stochastic stability, H2H2 and H∞H∞ performances. Another problem related to a more general class of stochastic hybrid systems, known as Markovian Jump Linear Systems (MJLS), is also addressed. This problem concerns the mode-independent output feedback control of MJLS. The obtained results are illustrated on a numerical example.