Finite-time guaranteed cost control for stochastic Markov jump system with genernally bounded transition probabilities
XU Meng
ZHANG Cheng-ke
CAO Ming
Abstract：Aiming at the issue of incomplete system information,this paper investigates the finite-time guaranteed cost control theory for stochastic Markov jump system with generally bounded transition probabilities,which is composed of three scenarios of incomplete transition probabilities:partially unknown,bounded uncertainties,and general uncertainties.Firstly,the finite-time stochastic stability problem is explored.By introducing a free connection weight matrix to decouple the unknown transition probability information,a sufficient criterion for the finite-time stability of the open-loop system is derived.Secondly,with the help of Lyapunov method and complete square technique,the sufficient conditions for realizing the finite-time guaranteed cost control of the system are obtained,and the design method of control gain and the exact upper bound of performance index are given.Finally,numerical simulations based on a solar boiler control system are conducted to demonstrate the validity and practicality of the research findings.
Keywords：Markov jump systemgenerally bounded transition probabilitiesfinite-time stochastic stabilityguaranteed cost control
Publication Date：2025-04-30
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：8( 749-756 )