标题：Stochastic finite-time stabilization of discrete-time positive Markov jump linear systems with time-delay
作者：Ma, Lang ;Zhu, Shuqian ;Xu, You ;Wang, Bo
作者机构：[Ma, Lang ;Zhu, Shuqian ;Xu, You ;Wang, Bo ] School of Mathematics, Shandong University, Jinan; 250100, China
会议名称：35th Chinese Control Conference, CCC 2016
会议日期：27 July 2016 through 29 July 2016
来源：Chinese Control Conference, CCC
关键词：Linear programming; Markov jump linear system; Positive system; Stochastic finite-time stability; Time-delay
摘要：This paper deals with stochastic finite-time stabilization of a discrete-time positive Markov jump linear system with time-delay. Firstly, the stochastic finite-time stability of the positive Markov jump linear system with time-delay is proved to be equivalent to the finite-time stability of a deterministic positive linear system with time-delay, as well as the finite-time stability of a deterministic positive linear system without time-delay. Secondly, a new sufficient condition for the stochastic finite-time stability of the discrete-time positive Markov jump linear system with time-delay is obtained resorting to the finite-time stability condition of the deterministic positive linear system. Thirdly, the stochastic finite-time state feedback stabilization condition is proposed by solving a linear programming problem. Lastly, a numerical example is given to validate the design method. © 2016 TCCT.