Finite-Time H ∞ Control for Discrete-Time Markov Jump Systems with Actuator Saturation

Abstract EN

This paper investigates the finite-time control problem for discrete-time Markov jump systems subject to saturating actuators.

A finite-state Markovian process is given to govern the transition of the jumping parameters.

The finite-time H ∞ controller via state feedback is designed to guarantee that the resulting system is mean-square locally asymptotically finite-time stabilizable.

Based on stochastic finite-time stability analysis, sufficient conditions that ensure stochastic control performance of discrete-time Markov jump systems are derived in the form of linear matrix inequalities.

Finally, a numerical example is provided to illustrate the effectiveness of the proposed approach.