H∞ guaranteed cost finite-time control for stochastic differential inclusion systems

摘要

This paper deals with the problem of H∞ guaranteed cost finite-time control for stochastic differential inclusion systems with external disturbances. Firstly, the definition of stochastic H∞ guaranteed cost finite-time boundedness (SH∞GCFTB) is given. Secondly, by using the descriptor system approach, sufficient conditions are derived and a state feedback is designed to ensure SH∞GCFTB of the closed-loop system. Finally, an example is given to illustrate the effectiveness of the proposed method.