This paper investigates the finite-time control problem for discrete-time Markov jump systems subject to saturating actuators. A finite-state Markovian process is given to govern the transition of the jumping parameters. The finite-time controller via state feedback is designed to guarantee that the resulting system is mean-square locally asymptotically finite-time stabilizable. Based on stochastic finite-time stability analysis, sufficient conditions that ensure stochastic control performance of discrete-time Markov jump systems are derived in the form of linear matrix inequalities. Finally, a numerical example is provided to illustrate the effectiveness of the proposed approach.
"Finite-Time Control for Discrete-Time Markov Jump Systems with Actuator Saturation." Abstr. Appl. Anal. 2014 (SI63) 1 - 7, 2014. https://doi.org/10.1155/2014/182613