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Finite-Time H∞ Controllers Design for Stochastic Time-Delay Markovian Jump Systems with Partly Unknown Transition
Xinye Guo1, Yan Li2, Xikui Liu1,3
1College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, China.
Abstract:
This paper concentrates on the finite-time H∞ control problem for a type of stochastic discrete-time Markovian jump systems, characterized by time-delay and partly unknown transition probabilities. Initially, a stochastic finite-time (SFT) H∞ state feedback controller and an SFT H∞ observer-based state feedback controller are constructed to realize the closed-loop control of systems. Then, based on the Lyapunov-Krasovskii functional (LKF) method, some sufficient conditions are established to guarantee that closed-loop systems (CLSs) satisfy SFT boundedness and SFT H∞ boundedness. Furthermore, the controller gains are obtained with the use of the linear matrix inequality (LMI) approach. In the end, numerical examples reveal the reasonableness and effectiveness of the proposed designing schemes.
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