Finite-time boundedness of Markov jump system with piecewise-constant transition probabilities via dynamic output feedback control
Summary: This paper first investigates the problem of finite-time boundedness of Markovian jump system with piecewise-constant transition probabilities via dynamic output feedback control, which leads to both stochastic jumps and deterministic switches. Based on stochastic Lyapunov functional, the concept of finite-time boundedness, average dwell time, and the coupling relationship among time delays, several sufficient conditions are established for finite-time boundedness and \(H_{\infty}\) filtering finite-time boundedness. The system trajectory stays within a prescribed bound. Finally, an example is given to illustrate the efficiency of the proposed method.
scientific article; zbMATH DE number 6926075