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In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a metric on the manifold of probability density functions is used as tool for the performance and the stability measures. Starting with Gaussian distribution to represent...
A constructive approach to robust stabilization of switched systems subject to a Wiener process noise is presented. The uncertainties in the system are assumed to be sector bounded. Multiple Lyapunov functions are employed to develop sufficient conditions for a switched stochastic system to be stable in the mean square sense. The stability criterion is expressed in terms of existence of solutions...
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