Finite-time analysis and H∞ control for switched stochastic systems

This paper is concerned with the finite-time stability, boundedness and H∞ control problems for a class of switched stochastic systems. Using the average dwell time method and the multiple Lyapunov-like function technique, some sufficient conditions are proposed to guarantee the finite-time properties for the switched stochastic systems in the form of matrix inequalities. Also, a state feedback controller for the finite-time H∞ control problem is obtained. An example is employed to verify the effectiveness of the proposed method.