title: Finite-time stochastic contractive boundedness of Markovian jump systems subject to input constraints.
abstract: This paper studies the finite-time stochastic contractive boundedness problem for a class of Markovian jump linear systems subject to input constraints. First of all, by employing exogenous disturbance, two novel concepts, namely finite-time stochastic contractive stability (FTSCS) and finite-time stochastic contractive boundedness (FTSCB) are introduced. Secondly, a relaxation scheme for incomplete (i.e., partly known, unknown, and uncertain) transition probability descriptions is introduced. Then, two kinds of design methodology of observer-based controllers are proposed. All the design conditions are established by employing a set of linear matrix inequalities (LMIs). At last, numerical examples are given to demonstrate the effectiveness of the proposed approach.
authors.affiliation: School of Science, Hubei University for Nationalities, Enshi, Hubei 445000, PR China. Electronic address: jcheng6819@126.com.
authors.forename: Jun
authors.initials: J
authors.lastname: Cheng
authors.affiliation: School of Science, Hubei University for Nationalities, Enshi, Hubei 445000, PR China.
authors.forename: Huili
authors.initials: H
authors.lastname: Xiang
authors.affiliation: School of Science, Hubei University for Nationalities, Enshi, Hubei 445000, PR China.
authors.forename: Hailing
authors.initials: H
authors.lastname: Wang
authors.affiliation: School of Science, Hubei University for Nationalities, Enshi, Hubei 445000, PR China.
authors.forename: Zhijun
authors.initials: Z
authors.lastname: Liu
authors.affiliation: College of Mathematics and Information Science, Leshan Normal University, Leshan 614004, PR China.
authors.forename: Liyuan
authors.initials: L
authors.lastname: Hou
keywords: Continuous time; Finite-time stochastic contractive boundedness; Linear matrix inequality; Lyapunov–Krasovskii function