Finite-Time H∞ Control for a Class of Discrete-Time Markov Jump Systems with Actuator Saturation via Dynamic Antiwindup Design

Abstract EN

We deal with 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.

A controller designed for unconstrained systems combined with a dynamic antiwindup compensator is given to guarantee that the resulting system is mean-square locally asymptotically finite-time stabilizable.

The proposed conditions allow us to find dynamic anti-windup compensator which stabilize the closed-loop systems in the finite-time sense.

All these conditions can be expressed in the form of linear matrix inequalities and therefore are numerically tractable, as shown in the example included in the paper.