Instability of stochastic switched systems

The instability problem of stochastic switched systems is investigated in this paper. Definitions of instability are given in the forms of instability in probability, mmth instability, moment exponential instability and almost sure exponential instability. By the aid of Dynkin’s formula, Itô’s formula and strong law of large numbers, the criteria on instability of stochastic switched systems under arbitrary switching are established based on Lyapunov-like techniques. Simulation examples are presented to illustrate the validity of the results.