Abstract
In many actual engineering applications, the Markovian jump among subsystems often occurs in some short finite-time intervals. For this class of Markovian jump systems, called short-time Markovian jump systems in this paper, the state boundedness during the short-time Markovian jump interval is of great interest. By introducing the concepts of finite-time stochastic stability and boundedness, sufficient conditions ensuring short-time Markovian jump system to be H finite-time stochastic bounded are derived. Then, the control synthesis problem is studied, where both asymptotic stability and finite-time stochastic boundedness are considered. Finally, an LMI-based design algorithm is proposed to solve the control synthesis problem. Several numerical examples are given to illustrate the results proposed in this paper.
Original language | English (US) |
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Pages (from-to) | 2799-2820 |
Number of pages | 22 |
Journal | Circuits, Systems, and Signal Processing |
Volume | 32 |
Issue number | 6 |
DOIs | |
State | Published - Dec 1 2013 |
Externally published | Yes |
Keywords
- Finite-time stochastic boundedness
- Finite-time stochastic stability
- H finite-time stochastic control
- Short-time Markovian jump system
ASJC Scopus subject areas
- Signal Processing
- Applied Mathematics