Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System

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  • (1. Department of Automation, School of Mechatronics Engineering and Automation, Shanghai University, Shanghai
    200444, China; 2. Shanghai Key Laboratory of Power Station Automation Technology, Shanghai University, Shanghai
    200444, China; 3. School of Information Engineering, Zhengzhou University, Zhengzhou 450001, China)

Online published: 2020-09-11

Abstract

Switching Markov jump linear system (SMJLS), a special hybrid system, has attracted a lot of studies
recently. SMJLS is governed by stochastic and deterministic commutations. This paper focuses on the switching
strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results
and investigate new aspects of such systems. Several sufficient conditions for finite-time stability of discrete-time
SMJLS are provided, and the numerical problems in these sufficient conditions are solved by solving linear matrix
inequalities (LMIs). Finally, numerical examples are given to show the feasibility and effectiveness of the results.

Cite this article

JIN Yunyun, SONG Yang, LIU Yongzhuang, HOU Weiyan . Finite-Time Stability and Stabilization of Discrete-Time Switching Markov Jump Linear System[J]. Journal of Shanghai Jiaotong University(Science), 2020 , 25(5) : 674 -680 . DOI: 10.1007/s12204-020-2205-0

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