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Finite-time stochastic contractive boundedness of Markovian jump systems subject to input constraints
Jun Cheng1, Huili Xiang1, Hailing Wang1
1School of Science, Hubei University for Nationalities, Enshi, Hubei 445000, PR China.
Abstract:
This paper studies the finite-time stochastic contractive boundedness problem for a class of Markovian jump linear systems subject to input constraints. First of all, by employing exogenous disturbance, two novel concepts, namely finite-time stochastic contractive stability (FTSCS) and finite-time stochastic contractive boundedness (FTSCB) are introduced. Secondly, a relaxation scheme for incomplete (i.e., partly known, unknown, and uncertain) transition probability descriptions is introduced. Then, two kinds of design methodology of observer-based controllers are proposed. All the design conditions are established by employing a set of linear matrix inequalities (LMIs). At last, numerical examples are given to demonstrate the effectiveness of the proposed approach.
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