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Finite-time control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity

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  • Wenhai Qi
  • Xianwen Gao

Abstract

This paper focuses on the problem of finite-time H∞ control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity. By employing an appropriate Lyapunov function and some appropriate free-weighting matrices, a state feedback controller is designed to ensure H∞ finite-time boundedness of the resulting closed-loop system that contains time-varying delay, admissible external disturbance, It o^$\hat{o}$-type stochastic disturbance and nonlinearity. All the proposed conditions are established in the form of linear matrix inequalities. Finally, an example is given to demonstrate the validity of the main results.

Suggested Citation

  • Wenhai Qi & Xianwen Gao, 2016. "Finite-time control for stochastic time-delayed Markovian switching systems with partly known transition rates and nonlinearity," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(2), pages 500-508, January.
    • Handle: RePEc:taf:tsysxx:v:47:y:2016:i:2:p:500-508
    DOI: 10.1080/00207721.2015.1025891
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    Cited by:

    1. Rajavel, S. & Samidurai, R. & Cao, Jinde & Alsaedi, Ahmed & Ahmad, Bashir, 2017. "Finite-time non-fragile passivity control for neural networks with time-varying delay," Applied Mathematics and Computation, Elsevier, vol. 297(C), pages 145-158.
    2. Zhang, Lihua & Zhou, Yaoyao & Qi, Wenhai & Cao, Jinde & Cheng, Jun & Wei, Yunliang & Yan, Xiaoyu & Li, Shaowu, 2020. "Non-fragile observer-based H∞ finite-time sliding mode control," Applied Mathematics and Computation, Elsevier, vol. 375(C).
    3. Wang, Huajian & Qi, Wenhai & Zhang, Lihua & Cheng, Jun & Kao, Yonggui, 2020. "Stability and stabilization for positive systems with semi-Markov switching," Applied Mathematics and Computation, Elsevier, vol. 379(C).

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