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Finite-Time H ∞ Static Output Feedback Control for Itô Stochastic Markovian Jump Systems

Author

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  • Liu Xikui

    (College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, China
    School of Computer Science, Qufu Normal University, Rizhao 276826, China
    These authors contributed equally to this work.)

  • Teng Yapeng

    (College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao 266590, China
    These authors contributed equally to this work.)

  • Li Yan

    (School of Computer Science, Qufu Normal University, Rizhao 276826, China
    These authors contributed equally to this work.)

Abstract

This paper focuses on the problem of finite-time H ∞ static output feedback control for I t o ^ 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 H ∞ finite-time boundedness. The validity of the developed method was demonstrated through two examples.

Suggested Citation

  • Liu Xikui & Teng Yapeng & Li Yan, 2020. "Finite-Time H ∞ Static Output Feedback Control for Itô Stochastic Markovian Jump Systems," Mathematics, MDPI, vol. 8(10), pages 1-16, October.
  • Handle: RePEc:gam:jmathe:v:8:y:2020:i:10:p:1709-:d:423617
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    References listed on IDEAS

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    1. Shen, Mouquan & Yan, Shen & Zhang, Guangming & Park, Ju H., 2016. "Finite-time H∞ static output control of Markov jump systems with an auxiliary approach," Applied Mathematics and Computation, Elsevier, vol. 273(C), pages 553-561.
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