Probability-based feedback gain scheduling for stabilizing switched linear stochastic systems under delayed sampled mode information

Feedback control problem for continuous-time switched linear stochastic systems is explored for the case where the mode of the system is sampled periodically and the sampled mode information is subject to time delays. Specifically, we develop a control framework that guarantees stabilization of the zero solution. Our control framework relies on a probability-based feedback gain scheduling scheme that utilizes the available delayed sampled mode data as well as a priori information concerning the probabilistic dynamics of the mode signal. We obtain sufficient conditions of almost sure asymptotic stabilization. Finally, we present an illustrative numerical example to demonstrate the efficacy of our approach.