On dissipativity and stabilization of time-delay stochastic systems with switching control

This paper investigates dissipativity and stabilization problems for a class of stochastic systems with time delays. Several sufficient conditions on exponential dissipativity with respect to quadratic supply rates are derived via a Lyapunov functional approach. Passive and non-expansive property of time delay stochastic systems is also characterized. In addition, a switching controller has been developed for the time delay stochastic systems so that exponential stabilization can be achieved. A simulation example is finally given to illustrate the theoretical results.