Finite-Time Boundedness of Markov Jump System with Piecewise-Constant Transition Probabilities via Dynamic Output Feedback Control

Abstract EN

This paper first investigates the problem of finite-time boundedness of Markovian jump system with piecewise-constant transition probabilities via dynamic output feedback control, which leads to both stochastic jumps and deterministic switches.

Based on stochastic Lyapunov functional, the concept of finite-time boundedness, average dwell time, and the coupling relationship among time delays, several sufficient conditions are established for finite-time boundedness and H∞ filtering finite-time boundedness.

The system trajectory stays within a prescribed bound.

Finally, an example is given to illustrate the efficiency of the proposed method.