Observer-Based Finite-TimeH∞Control of Singular Markovian Jump Systems

[摘要] This paper addresses the problem of finite-timeH∞control via observer-based state feedback for a family ofsingular Markovian jump systems (SMJSs) with time-varying norm-bounded disturbance. Firstly, the concepts ofsingular stochastic finite-time boundedness and singular stochastic finite-timeH∞stabilization via observer-basedstate feedback are given. Then an observer-based state feedback controller is designed to ensure singular stochasticfinite-timeH∞stabilization via observer-based state feedback of the resulting closed-loop error dynamic SMJS. Sufficient criteria are presented for the solvability of the problem, which can be reduced to a feasibility probleminvolving linear matrix inequalities with a fixed parameter. As an auxiliary result, we also discuss the problemof finite-time stabilization via observer-based state feedback of a class of SMJSs and give sufficient conditions ofsingular stochastic finite-time stabilization via observer-based state feedback for the class of SMJSs. Finally, illustrativeexamples are given to demonstrate the validity of the proposed techniques.

[学科分类] 应用数学