In this paper, the problem of finite-time stabilization for a class of uncertain Markov jump systems with partially known transition probabilities is investigated. The main aim of this paper is to derive the finite-time stabilization criteria for the underlying systems when the transition probabilities are partially known and to design a state feedback stabilizing controller such that the trajectories of the system stay within a given bound in a fixed time interval. Sufficient conditions for the existence of the desired controller are established with the linear matrix inequalities framework. A numerical example is used to illustrate the effectiveness of the developed theoretic results.
Finite-Time Stabilization of Stochastic Systems With Partially Known Transition Probabilities
Luan, X., Liu, F., and Shi, P. (November 29, 2010). "Finite-Time Stabilization of Stochastic Systems With Partially Known Transition Probabilities." ASME. J. Dyn. Sys., Meas., Control. January 2011; 133(1): 014504. https://doi.org/10.1115/1.4002716
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