Finite-Time Guaranteed Cost Control for Markovian Jump Systems with Time-Varying Delays

Abstract

In this paper, the finite-time guaranteed cost control (FTGCC) problem is addressed for Itô Markovian jump systems with time-varying delays. The aim of this paper is to design a state feedback guaranteed cost controller, such that not only the resulting closed-loop systems are finite-time stable, but also cost performance has a minimum upper bound. First, new sufficient conditions for the existence of guaranteed cost controllers are presented via the linear matrix inequality (LMI) approach. Then, based on the established conditions, the desired controllers are designed and the upper bound of cost performance is provided. In the end, an example is employed to show the validity of the obtained results.