随机时滞马尔可夫跳跃系统的有限时间H_(∞)控制

Finite-time H_(∞)control of stochastic time-delay Markovian jump systems

研究了一类具有时滞和外部扰动的线性随机马尔可夫跳跃系统的有限时间H_(∞)控制问题,由通用控制器实现系统有限时间H_(∞)有界。首先,构造Lyapunov函数并结合线性矩阵不等式理论,给出随机系统有限时间H_(∞)有界的充分条件;然后,设计一种部分依赖时滞的通用控制器,使得闭环系统有限时间H_(∞)有界;最后,通过一个数值算例验证所提方法的有效性。

This paper deals with the finite-time H_(∞) control problem for linear stochastic Markovian jump systems with time-delay and external disturbance,where the finite-time H_(∞) boundedness is realized by a general controller.Firstly,a sufficient condition was proposed for the finite-time H_(∞) boundedness by constructing a Lyapunov function and combining linear matrix inequality theory.Secondly,a kind of partially delay-dependent controller was developed to guarantee the finite-time H_(∞) boundedness of the closed-loop systems.Finally,the effectiveness of the proposed methods was demonstrated through a numerical example.