Observer-based Finite-time Boundedness of Itô Stochastic Markov Jump Systems with Time-varying Delay

Abstract

Abstract This paper is concerned about the problem of observer-based finite-time boundedness (OBFTB) of Itô stochastic Markov jump systems (MJSs) with external disturbances and time-varying delay. To begin, an observer-based controller (OBC) is constructed to assure finite-time boundedness (FTB) of the closed-loop system. Then, using linear matrix inequalities (LMIs), the state feedback gains and observer gains are calculated. Eventually, a numerical example is provided to demonstrate the value of the obtained results.