Observer-based finite-time H∞ control for uncertain discrete-time nonhomogeneous Markov jump systems

Abstract

The problem of observer-based finite-time H∞ control for discrete-time Markov jump systems with time-varying transition probabilities and uncertainties is studied in this paper, in which time-varying transition probabilities are modelled as convex polyhedron, and the parameter uncertainty satisfies norm-bounded. First of all, a Luenberger observer is designed to measure the system state. Then, observer-based controller is constructed to ensure the stochastic finite-time boundedness of the resulting closed-loop system with an H∞ performance. Furthermore, sufficient conditions are derived in light of linear matrix inequalities. In the end, the flexibility and applicability of the developed methods are demonstrated by two illustrative examples.