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Finite-time control for a class of discrete-time Markovian jump systems with partly unknown time-varying transition probabilities subject to average dwell time switching

Author

Listed:
  • Jun Cheng
  • Hong Zhu
  • Shouming Zhong
  • Yuping Zhang
  • Yuanyuan Li

Abstract

An extension of a fixed transition probability (TP) Markovian switching model to combine time-varying TPs has offered another set of useful regime-switching models. This paper is concerned with the problem of finite-time H∞ control for a class of discrete-time Markovian jump systems with partly unknown time-varying TPs subject to average dwell time switching. The so-called time-varying TPs mean that the TPs are varying but invariant within an interval. The variation of the TPs considered here is subject to a class of slow switching signal. Based on selecting the appropriate Lyapunov–Krasovskii functional, sufficient conditions of finite-time boundedness of Markovian jump systems are derived and the system trajectory stays within a prescribed bound. Finally, an example is given to illustrate the efficiency of the proposed method.

Suggested Citation

  • Jun Cheng & Hong Zhu & Shouming Zhong & Yuping Zhang & Yuanyuan Li, 2015. "Finite-time control for a class of discrete-time Markovian jump systems with partly unknown time-varying transition probabilities subject to average dwell time switching," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(6), pages 1080-1093, April.
  • Handle: RePEc:taf:tsysxx:v:46:y:2015:i:6:p:1080-1093
    DOI: 10.1080/00207721.2013.808716
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    Cited by:

    1. Chen, Hao & Zhong, Shouming & Shao, Jinliang, 2015. "Exponential stability criterion for interval neural networks with discrete and distributed delays," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 121-130.
    2. Chen, Mengshen & Yang, Xiaofei & Shen, Hao & Yao, Fengqi, 2016. "Finite-time asynchronous H∞ control for Markov jump repeated scalar non-linear systems with input constraints," Applied Mathematics and Computation, Elsevier, vol. 275(C), pages 172-180.

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