Robust finite-time control for a class of extended stochastic switching systems

Abstract

This article proposes a new design approach for robust finite-time H1 control of a class of Markov jump systems with partially known information on the transition jump rates. The system under consideration involves norm-bounded parameter uncertainties and external disturbance. The problems of robust finite-time boundedness and finite-time stabilisation of the underlying systems are considered. Then, a H1 state feedback controller is designed. Sufficient conditions that consider only the known bounds on the transition jump rates are developed in the form of linear matrix inequalities. A numerical example is included to show the usefulness of the theoretic results obtained.