Analysis and state feedback control for PWA systems with additive noise

This work presents new analysis and state feedback synthesis methods for piecewise-affine (PWA) systems with additive noise. The analysis problem can be cast as an optimization program subject to linear matrix inequalities (LMIs) and can be solved very efficiently using currently available software packages. The synthesis problem can also be cast as am optimization program subject to a set of linear matrix inequalities (LMIs) analytically parameterized by a vector. Analysis and controller design are performed by using a stochastic globally quadratic Lyapunov function. A numerical example is included to illustrate the procedure