∞ Constant Gain State Feedback Stabilization of Stochastic Hybrid Systems with Wiener Process

This paper considers the stabilization problem of the class of continuous-time linear stochastic hybrid systems with Wiener process. The ∞ state feedback stabilization problem is treated. A state feedback controller with constant gain that does not require access to the system mode is designed. LMI-based conditions are developed to design the state feedback controller with constant gain that stochastically stabilizes the studied class of systems and, at the same time, achieve the disturbance rejection of a desired level. The minimum disturbance rejection is also determined. Numerical examples are given to show the usefulness of the proposed results.