  This paper tackles state feedback control of switched linear systems under
arbitrary switching. We propose a data-driven control framework that allows to
compute a stabilizing state feedback using only a finite set of observations of
trajectories with quadratic and sum of squares (SOS) Lyapunov functions. We do
not require any knowledge on the dynamics or the switching signal, and as a
consequence, we aim at solving \emph{uniform} stabilization problems in which
the feedback is stabilizing for all possible switching sequences. In order to
generalize the solution obtained from trajectories to the actual system,
probabilistic guarantees on the obtained quadratic or SOS Lyapunov function are
derived in the spirit of scenario optimization. For the quadratic Lyapunov
technique, the generalization relies on a geometric analysis argument, while,
for the SOS Lyapunov technique, we follow a sensitivity analysis argument. In
order to deal with high-dimensional systems, we also develop parallelized
schemes for both techniques. We show that, with some modifications, the
data-driven quadratic Lyapunov technique can be extended to LQR control design.
Finally, the proposed data-driven control framework is demonstrated on several
numerical examples.
