Robust finite‐time bounded control for discrete‐time stochastic systems with communication constraint

This study is concerned with the problem of finite‐time stochastic bounded (FTSB) control for discrete‐time stochastic system with communication constraint, in which there may exist external bounded disturbance and state‐dependent noise. In particular, the state of system may loss when transmitted via communication networks. In this study, a compensating strategy is employed to cope with the packet dropout. Moreover, the concepts on FTSB are introduced and relevant issues are discussed. By constructing suitable Lyapunov–Krasovskii functional, sufficient conditions dependent on both dropout probability and specified work time are derived to ensure the FTSB of the closed‐loop system. Meanwhile, a prescribed H ∞ performance is also achieved. Finally, an F‐18 aircraft model is employed to illustrate the proposed approach.