Finite-Time H ∞ Control for Time-Delayed Stochastic Systems with Markovian Switching

الملخص EN

This paper studies the problem of finite-time H ∞ control for time-delayed Itô stochastic systems with Markovian switching.

By using the appropriate Lyapunov-Krasovskii functional and free-weighting matrix techniques, some sufficient conditions of finite-time stability for time-delayed stochastic systems with Markovian switching are proposed.

Based on constructing new Lyapunov-Krasovskii functional, the mode-dependent state feedback controller for the finite-time H ∞ control is obtained.

Simulation results illustrate the effectiveness of the proposed method.