Hidden Markov model-based finite-time H_∞ control for singular Markovian jump delay systems with input saturation

Abstract

This article considers the finite-time [Formula: see text] control problem for singular Markovian jump systems with time-varying delay subject to input saturation. Considering the discontinuities caused by the mode-dependent singular matrix and Markovian jump switching behavior, the result of this article is more practical. First, a hidden model-based state feedback controller is designed to guarantee that the considered system is mean-square locally finite-time [Formula: see text] stabilizable by employing an appropriate Lyapunov function. Second, some sufficient conditions for the solution to this problem are derived in terms of linear matrix inequalities which considers the time-varying delay and input saturation. Finally, the correctness of the proposed method is verified by three numerical examples.