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Stability of Hybrid Impulsive and Switching Stochastic Systems with Time-delay

Xuegang Tan, Bin Hu, Zhi-Hong Guan*, Rui-Quan Liao, Jiang-Wen Xiao, and Yuehua Huang
International Journal of Control, Automation, and Systems, vol. 16, no. 4, pp.1532-1540, 2018

Abstract : "This paper investigates a model of hybrid impulsive and switching stochastic systems (HISSS) with time-delay. Several stability criteria, including the globally asymptotical and exponential stability criteria in the pth moment and mean square, are established by using Itô formula, a generalized switching Lyapunov functions and some relating techniques. Especially, a more general Lyapunov-Krasivskii functional is constructed, and it is observed that the mean square asymptotic and exponential stability conditions of HISSS are delay-dependent. A numerical example shows that the obtained stability results can reduce the conservativeness."

Keyword : Hybrid stochastic differential systems, impulsive and switching, stability, time delay.

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