Finite-time stabilization of discrete Markov jump systems with partly known transition probabilities

Abstract

This paper concerns the finite-time stabilization of discrete Markov jumps systems (MJSs) with partly known transition probabilities (TPs) which are allowed to be known, uncertain with known lower and upper bounds and completely unknown. Combining the property of TPs, sufficient conditions are developed to guarantee that the system states do not exceed a certain threshold in mean-square sense during a specified time interval. It is shown that the method proposed in this paper is less or at least the same conservative than the existing result. Numerical examples are further given to demonstrate the effectiveness of the proposed method.