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

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...

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Bibliographic Details
Main Authors: Bo Li, Junjie Zhao
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/182613
Description
Summary: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.
ISSN:1085-3375
1687-0409