Finite-time State and Output Feedback Guaranteed Cost Control of Discrete-time Stochastic Systems

This paper is devoted to the problem of state and output feedback finite-time guaranteed cost control for discrete-time stochastic system. We can obtain two sufficient conditions for the existence of state and output feedback controllers by the definition of stochastic finite-time guaranteed cost control. The finite-time stochastic stability of discrete-time closed-loop systems is discussed. Furthermore, the upper bound of quadratic cost function is ensured. Finally, two examples are presented to demonstrate the efficiency of the results.