标题：Stochastic finite-time boundedness analysis and control for discrete-time positive Markov jump linear systems
作者：Wang, Bo ;Zhu, Shuqian ;Xu, You ;Ma, Lang
作者机构：[Wang, Bo ;Zhu, Shuqian ;Xu, You ;Ma, Lang ] School of Mathematics, Shandong University, Jinan; 250100, China
会议名称：28th Chinese Control and Decision Conference, CCDC 2016
会议日期：28 May 2016 through 30 May 2016
来源：Proceedings of the 28th Chinese Control and Decision Conference, CCDC 2016
关键词：Controller design; Linear programming; Markov jump linear system; Positive system; Stochastic finite-time boundedness
摘要：This paper is concerned with stochastic finite-time boundedness analysis and stochastic finite-time state-feedback controller design for discrete-time positive Markov jump linear systems. First, the stochastic finite-time bound-edness of the positive Markov jump linear system is proved to be equivalent to the finite-time boundedness of a relevant deterministic positive linear system. Then a sufficient condition in the form of linear programming of the stochastic finite-time boundedness is presented based on the obtained finite-time boundedness criterion of the deterministic positive linear system. Finally, by solving a linear programming problem, the mode-dependent state-feedback controller is designed to guarantee that the closed-loop system is positive and stochastically finite-time bounded. A numerical example is employed to illustrate the effectiveness of the proposed design method. © 2016 IEEE.