On Finite-Time Stochastic Stability and Stabilization of Markovian Jump Systems Subject to Partial Information on Transition Probabilities
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- Zuo, Z., Li, H., Liu, Y. et al. Circuits Syst Signal Process (2012) 31: 1973. doi:10.1007/s00034-012-9420-3
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The problems of finite-time stochastic stability and stabilization for a class of linear Markovian jump systems subject to partial information on transition probabilities are considered in this paper. By introducing the concept of finite-time stochastic stability for linear Markovian jump systems, a new method is proposed to ensure that the state trajectory remains in a bounded region of the state space in mean square sense over a pre-specified finite-time interval. Based on this stability result, the finite-time stochastic stabilization criterion is then given. Finally, two numerical examples are shown to illustrate the effectiveness of the proposed method.