Finite-Time Control of Singular Linear Semi-Markov Jump Systems

Abstract

The problem of finite-time control for singular linear semi-Markov jump systems (SMJSs) with unknown transition rates is considered in this paper. By designing a new semi-positive definite Lyapunov-like function, state feedback controller design methods are given that allow closed-loop singular linear SMJSs to be regular, impulse-free and stochastically finite-time-stable without external disturbance, and stochastically finite-time bounded with external disturbance. The obtained conditions are expressed by a set of strict matrix inequalities, which can be simplified to a set of linear matrix inequalities by a one dimensional search for a scalar. Two numerical examples are given to illustrate the effectiveness of proposed method.