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Observer Based Finite-Time Stabilization for Discrete-Time Markov Jump Systems with Gaussian Transition Probabilities

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Abstract

This paper solves the observer-based finite-time stabilization problem for discrete-time non-homogeneous jump linear systems with time-delays and norm-bounded exogenous disturbance. The exact value of transition probabilities (TPs) is not available, and the known information is the measured Gaussian probability density function of TPs. For the case that the states are not measurable, an observer-based control scheme is adopted to guarantee the stochastic finite-time boundedness and stochastic finite-time stabilization of the resulting closed-loop systems. Numerical examples are given to verify the efficiency of the proposed method.

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Acknowledgments

This work was partially supported by the National Natural Science Foundation of China (Grant No. 61104121) and the Program for Excellent Innovative Team of Jiangsu Higher Education Institutions.

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Authors and Affiliations

  1. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), The Institute of Automation, Jiangnan University, Wuxi, 214122, China

    Fei Chen, Xiaoli Luan & Fei Liu

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  1. Fei Chen
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  2. Xiaoli Luan
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  3. Fei Liu
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Correspondence to Fei Liu.

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Chen, F., Luan, X. & Liu, F. Observer Based Finite-Time Stabilization for Discrete-Time Markov Jump Systems with Gaussian Transition Probabilities. Circuits Syst Signal Process 33, 3019–3035 (2014). https://doi.org/10.1007/s00034-014-9787-4

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  • DOI: https://doi.org/10.1007/s00034-014-9787-4

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