Analysis and synthesis of randomly switched systems with known sojourn probabilities

In this paper, a new approach is proposed and investigated for the stability analysis and stabilizing controller design of randomly switched linear discrete systems. The approach is based on sojourn probabilities and it is assumed that these probabilities are known a prior. A new Lyapunov functional is constructed and two main theorems are proved in this paper. Theorem 1 gives a sufficient condition for a switched system with known sojourn probabilities to be mean square stable. Theorem 2 gives a sufficient condition for the design of a stabilizing controller. The applications of these theorems and the corresponding corollary and lemma are demonstrated by three numerical examples. Finally, some future research is proposed.