Finite-time H∞ control of switched Markov jump systems under edge-dependent transition probability

For a specific class of switched Markov jump systems, this study develops a finite-time H ∞ control strategy with edge-dependent transition probability. The system is comprised of deterministic switching signals as well as Markov processes, where the transition probabilities depend not only on the current system mode but also on the switching edge information. By virtue of the edge-dependent transition probability and the mode-dependent average dwell time strategy, the finite-time boundedness is ensured, and the finite-time H ∞ control problem is solved under designed controller. The controller gains are subsequently obtained. The simulation results of a numerical example, a RLC circuit system, and a 2-Degree-of-Freedom helicopter system verify effectiveness of the proposed method.