Asynchronous output feedback control of time-varying Markovian jump systems within a finite-time interval

This work addresses the asynchronous output feedback control for time-varying Markovian jump systems. The parameter uncertainties enter the system in random ways according to a determined mode-dependent Bernoulli distributed white sequence. The non-synchronization phenomenon between the system modes and controller modes is modeled as a hidden Markov model. By means of intensive stochastic analysis and recursive matrix inequality techniques, sufficient conditions are attained to ensure the finite-time stochastic boundedness of the closed-loop system with a satisfied H∞ disturbance rejection level. Moreover, an iterative algorithm is established for designing asynchronous output feedback controller. Finally, simulation results are given to illustrate the proposed design scheme.