This paper investigates the finite‐time
H∞$$ {H}_{\infty } $$ control of Itô‐type stochastic nonlinear systems. Considering the transient performance and anti‐interference ability within a given limited time interval, the control strategy of stochastic nonlinear systems is researched. A new sufficient condition for mean‐square finite‐time boundedness for stochastic nonlinear system is developed. Due to the state components are not available, a state observer is designed. Based on the estimated state, an
H∞$$ {H}_{\infty } $$ controller is proposed and Linear Matrix Inequality (LMI) conditions are given, which not only guarantee the mean‐square finite‐time boundedness but also satisfy the corresponding
H∞$$ {H}_{\infty } $$ performance. Finally, two examples are given to demonstrate the effectiveness of the results.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.