Finite-time guaranteed cost control for Markov jump systems
The finite-time guaranteed cost control problem is studied for impulsive stochastic Markov jump systems with time-varying delays.By selecting mode-dependent Lyapunov functionals,using techniques such as Linear Matrix Inequality(LMI)and average dwell time,we obtain some new sufficient conditions to ensure finite-time stability and the upper bound performance index of the system,hence design a guaranteed cost controller with state feedback.Finally,the LMI toolbox of Matlab is used for data simulation,and the corresponding mean-square trajectory plots are obtained.Numerical examples show that the obtained simulation results are consistent with the theoretical results,which verifies the effectiveness of the proposed approach.