Robust Finite-Time Output Feedback $$ H_\infty $$ Control for Stochastic Jump Systems with Incomplete Transition Rates.

This article aims to investigate the problem of robust finite-time output feedback $$ H_\infty $$ control for stochastic jump systems with incomplete transition rates. Firstly, for the nominal stochastic jump systems, the sufficient conditions for the finite-time boundedness and finite-time output feedback stabilization are developed, respectively. Then, a robust finite-time $$ H_\infty $$ output feedback controller is designed by means of linear matrix inequalities. A key point of this work is to relax the special requirement of completely known transition rates to more general form that mixes two cases of completely known and completely unknown transition rates. Finally, a numerical example is given to demonstrate the applicability of the main results. [ABSTRACT FROM AUTHOR]