Finite-Time <em>H</em><sub>∞</sub> Static Output Feedback Control for Itô Stochastic Markovian Jump Systems

This paper focuses on the problem of finite-time <inline-formula><math display="inline"><semantics><msub><mi>H</mi><mo>∞</mo></msub></semantics></math></inline-formula> static output feedback control for <inline-for...

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Bibliographic Details
Main Authors: Liu Xikui, Teng Yapeng, Li Yan
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/10/1709
Description
Summary:This paper focuses on the problem of finite-time <inline-formula><math display="inline"><semantics><msub><mi>H</mi><mo>∞</mo></msub></semantics></math></inline-formula> static output feedback control for <inline-formula><math display="inline"><semantics><mrow><mi>I</mi><mi>t</mi><mover accent="true"><mi>o</mi><mo>^</mo></mover></mrow></semantics></math></inline-formula> stochastic systems with Markovian jumps (MJs). First of all, by introducing a new state vector and a novel signal, several sufficient conditions for the existence of static output feedback controllers are established for the considered systems with completely known transition rates (CKTRs) and partially known transition rates (PKTRs), respectively. Then the static output feedback controllers are designed via solving linear matrix inequalities (LMIs), which ensure the closed-loop systems are stochastic <inline-formula><math display="inline"><semantics><msub><mi>H</mi><mo>∞</mo></msub></semantics></math></inline-formula> finite-time boundedness. The validity of the developed method was demonstrated through two examples.
ISSN:2227-7390