Journal of Northeastern University Natural Science ›› 2016, Vol. 37 ›› Issue (9): 1230-1234.DOI: 10.12068/j.issn.1005-3026.2016.09.004

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Non-fragile Finite-Time Stabilization for Stochastic Markov Jump Systems with Actuator Saturation

QI Wen-hai, LI Yue-xiang, CUI Xiu-li   

  1. School of Information Science & Engineering, Northeastern University, Shenyang 110819, China.
  • Received:2015-06-12 Revised:2015-06-12 Online:2016-09-15 Published:2016-09-18
  • Contact: QI Wen-hai
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Abstract: This paper dealed with the problem of finite-time stabilization for a class of stochastic Markov jump systems with both actuator saturation and partly known transition probabilities. Partly known transition probabilities covered completely known transition probabilities and completely unknown transition probabilities as two special cases. Firstly, by use of parameter-dependent Lyapunov function and free-connection weighting matrices, the problem of finite-time stabilization of stochastic Markov jump systems with actuator saturation was analyzed and sufficient conditions for finite-time stability were proposed. The procedure of solution for the non-fragile finite-time state feedback controller and the maximum domain of attraction were built in the form of linear matrix inequalities (LMIs). Finally, a numerical example about four modes with Markov jump parameters was given to show the validity of the results.

Key words: actuator saturation, Markov jump systems, partly known transition probabilities, finite-time stabilization, non-fragile state feedback controller

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