Finite-time boundedness for continuous time-varying linear stochastic systems with H2 gain constraint
In light of a class of continuous time-varying linear stochastic systems with energy-bounded external interference,this paper studied the finite-time boundedness(FTB)for closed-loop systems with H2 gain constraint.Firstly,the definitions of FTB and H2 gain were introduced.Then,a state feedback controller was designed to ensure the finite-time boundedness as well as the H2 gain constraint performance of the closed-loop system.By solving time-varying linear matrix inequalities,the controller gain function was obtained.Finally,two numerical examples were given to illustrate the effectiveness of the devised method.
H2 gainfinite-time boundednesstime-varying stochastic linear systemslinear matrix inequality
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