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

The problem of observer-based finite-time H-infinity 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 normbounded. 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(infinity )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. (C) 2019 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.