Finite-time H ∞ control for a class of Markovian jump delayed systems with input saturation

This work considers the finite-time control problem for a class Markovian jump delayed systems with partially known transition rates subject to saturating actuators. By employing local sector conditions and an appropriate Lyapunov–Krasovkii function, an observer-based state feedback controller is designed to guarantee that the resulted closed-loop constrained system is mean-square locally asymptotically finite-time stabilizable. Some sufficient conditions for the solution to this problem are derived in terms of linear matrix inequalities. Finally, a numerical example is provided to demonstrate the effectiveness of proposed method.