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

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  • Bin Yan
  • Xiaojia Zhou
  • Jun Cheng
  • Fangnian Lang

Abstract

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 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.

Suggested Citation

  • Bin Yan & Xiaojia Zhou & Jun Cheng & Fangnian Lang, 2015. "Finite-Time Boundedness of Markov Jump System with Piecewise-Constant Transition Probabilities via Dynamic Output Feedback Control," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-10, October.
    • Handle: RePEc:hin:jnlmpe:327947
    DOI: 10.1155/2015/327947
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