Finite-Time Sliding Mode Control For Discrete-Time Markovian Jump Systems

Chapter 6
Finite-Time Sliding Mode Control

for Discrete-Time Markovian Jump
Systems
Abstract This chapter focuses on the finite-time sliding mode control problem for
discrete-time Markovian jump systems (MJSs) with uncertainties. Firstly, the sliding
mode function and sliding mode controller are designed for discrete-time MJSs. By
using Lyapunov–Krasovskii functional method, some mode-dependent weight matri-
ces are obtained such that the closed-loop MJSs are stochastic finite-time stabilizable
and fulfill the given H∞ performance index. Moreover, an appropriate asynchronous
sliding mode controller is constructed and the rationality conditions of the coefficient
parameter are given and proved for the purpose that the closed-loop MJSs can be
driven onto the sliding surface. Also, the transient performance of the discrete-time
MJSs during the reaching and sliding motion phase has been investigated, respec-
tively. Finally, we use a numerical example to show the effectiveness of the designed
results.
6.1 Introduction
As known that, solving the inaccuracy of modeling, structures or parameters is one of

the great challenges when investigating the control strategy of dynamic systems. As
a simple way of robust control, sliding mode control scheme has become a universal
design method to solve the inaccuracy [1–3]. For sliding mode control strategy, the
system structure is not fixed, and it can be changed purposefully and continuously
according to the present state of the system, then compelling the system to move in
accordance with the desired state trajectory. Sliding mode control method is usually
divided into two parts [4, 5]. One is to construct a suitable sliding mode surface
(SMS) to make the system have ideal dynamic performance after reaching the SMS.
The second is to design the corresponding sliding mode controller (SMC) to ensure
the state trajectories of the sliding mode can arrive at the SMS within a certain
time. Since the characteristics and parameter values of the sliding mode system only
depend on the constructed SMS and have nothing to do with external disturbances,
sliding mode control scheme has the advantages of rapid response, insensitivity to
disturbances and parameter changes, and simple physical implementation [6, 7].
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 109
X. Luan et al., Robust Control for Discrete-Time Markovian Jump Systems in the
Finite-Time Domain, Lecture Notes in Control and Information Sciences 492,
https://doi.org/10.1007/978-3-031-22182-8_6
110 6 Finite-Time Sliding Mode Control for Discrete-Time Markovian …
In recent years, along with the research boom of stochastic systems, sliding mode
control method has been introduced into Markovian jump systems (MJSs), and some
meaningful results have been achieved [8, 9]. The sliding mode control method
can suppress parameter perturbation and external interference to obtain the desired
performance. This ideal robustness is extremely effective in practical applications.
The sliding mode control problem for Markovian jump systems with delays via
asynchronous approach is studied in [10]. Considering the Markovian jump non-
linear systems with actuator faults, the adaptive sliding mode control problem was
studied in [5]. Considering the asynchronous between system state and controller,
the asynchronous sliding mode control problem of Markovian jump systems with
time-varying delays and partly accessible mode detection probabilities was addressed
in [6].
On the other hand, a large number of research results of MJSs based on sliding
mode control scheme are carried out in sense of Lyapunov asymptotic stability,
focusing on the problem that the system asymptotically astringents to the equilibrium
state when the running time is infinite. However, in many practical applications, it is
often necessary to study the dynamic boundedness of the system within a finite-time
interval [11–16]. For example, to control the aircraft to operate in a specific area,
the chemical reaction requires that the temperature and pressure do not exceed a
bounded value in finite-time. Therefore, it is of profound significance and necessity
to study the finite-time stabilization of MJSs by means of the sliding mode control
method.
In this chapter, the sliding mode control and asynchronous sliding mode control
problems for discrete-time MJSs in the finite-time domain have been discussed.
Firstly, a mode-dependent sliding SMC has been designed such that the closed-loop
MJSs can be driven onto the sliding surface. Then, some sufficient conditions on
the stochastic finite-time stabilization of the closed-loop MJSs are given. Moreover,
the main design results are extended to the discrete-time MJSs with asynchronous
phenomena. Finally, a numerical example is given to show the effectiveness of the
designed results.
6.2 Finite-Time Sliding Mode Control
The following uncertain discrete-time MJS is described by:

⎧
⎨ x(k + 1) = (A(rk ) + E(rk )(k)F(rk ))x(k) + Bu (rk )u(k) + Bw (rk )w(k)
z(k) = C(rk )x(k) + Dw (rk )w(k)
⎩
x(k) = x0 , rk = r0 , k = 0
(6.1)
where the state, the controlled output, the controlled input, and the disturbance input
are defined the same as those in the proceeding chapters, respectively. For any k ∈
{1, 2, . . . , N }, (k) is a unknown matrix function with T (k)(k) < I . A(rk ), E(rk ),
6.2 Finite-Time Sliding Mode Control 111
F(rk ), Bu (rk ), C(rk ), Bw (rk ), and Dw (rk ) are known given matrices. Without special
instructions, Bu (rk ) is a full column rank matrix.
For any rk = i, we denote A(rk ), E(rk ), F(rk ), Bu (rk ), C(rk ), Bw (rk ) and Dw (rk ),
as Ai , E i , Fi , Bui , Ci , Bwi , and Dwi , respectively. Thus, the discrete-time MJS (6.1)
can be rewritten as
⎧
⎨ x(k + 1) = (Ai + E i (k)Fi )x(k) + Bui u(k) + Bwi w(k)
z(k) = Ci x(k) + Dwi w(k) . (6.2)
⎩
x(k) = x0 , k = 0
For the discrete-time MJS (6.2), we select the following mode-dependent SMF:
S(k) = G i x(k) − G i (Ai + E i (k)Fi )x(k − 1) (6.3)
where G i is a mode-dependent weight matrix needed to be designed such that G i Bui

is non-singular. In the following, the G i = BuiT Pi with Pi > 0 will be selected to
ensure the non-singularity of G i Bui .
Then, the following mode-dependent SMC is selected as:

u(k) = −(G i Bui )−1 G i Ai x(k) + ηi (k)sign (S(k)) (6.4)
where ηi (k) is the coefficient parameter to be designed.

Substituting the SMC (6.4) into the discrete-time MJS (6.2), the following closed-
loop MJS can be obtained:
⎧
⎨ x(k + 1) = Âi x(k) − Bui (G i Bui )−1 ηi (k)sign(S(k)) + Bwi w(k)
z(k) = Ci x(k) + Dwi w(k) (6.5)
⎩
x(k) = x0 , k = 0
where Âi = (Ai + E i (k)Fi − Bui (G i Bui )−1 G i Ai ).

Firstly, the reachability problem of the sliding surface will be analyzed in the
following theorem:
Theorem 6.1 The closed-loop MJS (6.5) can be driven onto S(k) = 0 during the
finite-time interval [0 N ] under SMC (6.4), if the coefficient parameter ηi (k) satisfies
ηi (k) = −G i Ai x(k) + G i Bwi w(k). (6.6)
Proof For the discrete-time MJS (6.2), it follows from the mode-dependent SMF
S(k) and the closed-loop MJS (6.5) that:
S(k + 1) = G i x(k + 1) − G i Ai x(k) = G i Bui u(k) + G i Bwi w(k)

= −G i Ai x(k) + G i Bwi w(k) − ηi (k)sign(S(k)). (6.7)
Then, the following stochastic Lyapunov–Krasovskii functional is chosen as:
V1 (k, i) = S T (k)S(k). (6.8)
Recalling to Eq. (6.7), we have
E {V1 (k, i)}

= E S T (k + 1)S(k + 1) − S T (k)S(k)
= (−G i Ai x(k) + G i Bwi w(k) − ηi (k)sign(S(k)))T (−G i Ai x(k)
+ G i Bwi w(k) − ηi (k)sign(S(k))) − S T (k)S(k)
≤ x T (k)AiT G iT G i Ai x(k) − x T (k)AiT G iT G i Bwi w(k) + x T (k)AiT G iT ηi (k)sign(S(k))
− wT (k)Bwi
T
G iT G i Ai x(k) + w T (k)Bwi
T
G iT G i Bwi w(k)
− wT (k)Bwi
T
G iT ηi (k)sign(S(k)) + (ηi (k)sign(S(k)))T G i Ai x(k)
− (ηi (k)sign(S(k)))T G i Bwi w(k) + (ηi (k)sign(S(k)))T (ηi (k)sign(S(k)))
− S T (k)S(k). (6.9)
Recalling to the coefficient parameter ηi (k) in condition (6.6), one can get
E {V1 (k, i)} ≤ −S T (k)S(k) < 0. (6.10)
Thus, the closed-loop MJS (6.5) can be driven onto S(k) = 0 under SMC (6.4).
The proof is completed.
It follows from the sliding mode control theory that the following equivalent
controller (6.11) can be obtained if the closed-loop MJS (6.5) maintains in the sliding
surface S(k + 1) = S(k) = 0:
u eq (k) = −(G i Bui )−1 G i Bwi w(t). (6.11)
Substituting the equivalent controller (6.11) into the discrete-time MJS (6.2), the
following closed-loop MJS can be obtained:
⎧
⎨ x(k + 1) = (Ai + E i (k)Fi )x(k) + Bwi [I − Bui (G i Bui )−1 G i ]w(t)
z(k) = Ci x(k) + Dwi w(k) . (6.12)
⎩
x(k) = x0 , k = 0
In the following theorem, some sufficient conditions on the stochastic finite-time

stabilization with respect to (c1 c2 N R d) for the closed-loop MJS (6.12) will be
given.
Theorem 6.2 For a given scalar βi ≥ 1, the closed-loop MJS (6.12) is stochastic
finite-time stabilizable with respect to (c1 c2 N R d), if there exist mode-dependent
weight matrix Pi such that
6.2 Finite-Time Sliding Mode Control 113
⎡ ⎤
M
⎢ −βi Pi + βi FiT Fi 0 πi j AiT P j 0 ⎥
⎢ j=1 ⎥
⎢ ⎥
⎢ ∗ −βi I 0 0 ⎥
⎢ ⎥<0 (6.13)
⎢ M M ⎥
⎢ ∗ ∗ − πi j P j πi j P j E i ⎥
⎣ j=1 j=1 ⎦
∗ ∗ ∗ −βi I
βiN (λ Pi c1 + d 2 ) < c2 λ Pi . (6.14)
Proof Select the following Lyapunov function
V2 (k, i) = x T (k)Pi x(k). (6.15)
Considering the closed-loop MJS (6.12), one can get

M
E{V2 (k + 1, i)} = πi j x T (k + 1)P j x(k + 1)
j=1

M
= πi j (x T (k)(AiT + FiT (k)T E iT )
j=1
+ w T (k)[I − Bui (G i Bui )−1 G i ]T Bwi

T
)P j
× (Ai + E i (k)Fi )x(k) + Bwi [I − Bui (G i Bui )−1 G i ]w(t)).
(6.16)
We introduce the following auxiliary function:
E{V2 (k + 1, i)} − βi V2 (k, i) < βi w T (k)w(k). (6.17)
It follows from inequality (6.17) that:

Ai 0 x(k)
x (k) w (k)
T T
<0 (6.18)
∗ −βi I w(k)
where Ai = M j=1 πi j (Ai + Fi (k)E i )P j (Ai + E i (k)Fi ) − βi Pi . Recalling to

T T T T
Lemma 2.1 and using the Schur complement lemma simultaneously, inequality (6.18)
holds according to inequality (6.13).
From condition (6.17), we have

k
E{V2 (k, i)} < βik V2 (x(0), r0 ) + βil w T (k − l)w(k − l)
l=1

k

< βik V2 (x(0), r0 ) + βik−l w T (k − l)w(k − l)
l=1

k

< βik x T (0)Pi x(0) + βik−l w T (k − l)w(k − l) . (6.19)
l=1
−1 −1 −1 −1
Defining λ Pi = maxi∈M {λmax (R 2 Pi R 2 )} and λ Pi = mini∈M {λmin (R 2 Pi R 2 )},
we can get from inequality (6.19) that
λ Pi E{x T (k)Rx(k)}

k

< βiN λ Pi x T (0)Rx(0) + βik−l w T (k − l)w(k − l) < βiN (λ Pi c1 + d 2 ). (6.20)
l=1
Thus, one can get
βiN (λ Pi c1 + d 2 )
E{x T (k)Rx(k)} < . (6.21)
λ Pi
It follows from condition (6.14) that E{x T (k)Rx(k)} < c2 for any k ∈ [0 N ]. That
means the closed-loop MJS (6.12) is stochastic finite-time stabilizable in regard to
(c1 c2 N R d). The proof is completed.

stabilization with H∞ performance for the closed-loop MJS (6.12) will be given.
Theorem 6.3 For a given scalar βi ≥ 1, the closed-loop MJS (6.12) is stochastic
finite-time stabilizable with H∞ performance in regard to (c1 c2 N R d), if there
exist mode-dependent weight matrix Pi such that (6.14) and the following inequality
hold:
⎡ ⎤
M
⎢ Ci Ci − βi Pi + βi Fi Fi πi j AiT P j
T T
CiT Dwi 0 ⎥
⎢ j=1 ⎥
⎢ ⎥
⎢ ∗ −βi I + DwiT
Dwi 0 0 ⎥
⎢ ⎥ < 0.
⎢ M M ⎥
⎢ ∗ ∗ − πi j P j πi j P j E i ⎥
⎣ j=1 j=1 ⎦
∗ ∗ ∗ −βi I
(6.22)
6.3 Asynchronous Finite-Time Sliding Mode Control 115
Proof The same Lyapunov function is selected as that in (6.15). Considering the
H∞ performance index, we introduce the following auxiliary function:
E{V2 (k + 1, i)} − βi V2 (k, i) < βi w T (k)w(k) − z T (k)z(k). (6.23)

Ai CiT Dwi x(k)
x T (k) w T (k) <0 (6.24)
∗ −βi I + DwiT
Dwi w(k)
where Ai = M j=1 πi j (Ai + Fi (k)E i )P j (Ai + E i (k)Fi ) − βi Pi + C i C i .

T T T T T
Recalling to Lemma 2.1 and using Schur complement lemma, inequality (6.24) holds
according to inequality (6.22). Define
N

J=E [z (k)z(k) − βi w (k)w(k)] .
T T
(6.25)
k=1
Under zero initial condition, it yields

N

J≤E [z (k)z(k) − βi w (k)w(k) + E{V2 (k + 1, i)} − βi V2 (k, i)] . (6.26)
T T
k=1
Considering the inequality (6.23), it follows that J < 0. Thus, one can get:

N
N
E z (k)z(k) < βi E
T
w (k)w(k) .
T
(6.27)
k=1 k=1
√
According to the Definition 3.2 in Chap. 3, we get J < 0 with γ = βi . The
proof is completed.
6.3 Asynchronous Finite-Time Sliding Mode Control
In this subsection, based on the hidden Markovian model, an asynchronous SMC

will be designed to make the closed-loop MJS stochastic finite-time stabilizable
with H∞ performance. For the discrete-time MJS (6.2), we select the following
mode-dependent SMF:
S(k) = G i x(k) − G i (Ai + E i (k)Fi + Bui K q )x(k − 1) (6.28)
where K i is the controller gain and G i is mode-dependent weight matrix needed to

be designed such that G i Bui is non-singular. In the following, the G i = Bui
T
Pi with
Pi > 0 will be selected to ensure the non-singularity of G i Bui . q can be reflected by

another Markovian chain {φk , k ≥ 0} with values in Q = {1, 2, . . . , Q}. The condi-
tional probabilities matrix = [φiq ] can be given by:
φiq = P {φk = q | rk = i} (6.29)
Q
where φiq ≥ 0 and q=1 φiq = 1.
Then, the following asynchronous mode-dependent SMC is selected as:
u(k) = K q x(k) − ηi (k)sign(S(k)) (6.30)
where ηi (k) is the coefficient parameter to be designed.

Substituting the asynchronous SMC (6.30) into the discrete-time MJS (6.2), we
have the following closed-loop MJS:
⎧
⎨ x(k + 1) = Âi x(k) − Bui ηi (k)sign(S(k)) + Bwi w(k)
z(k) = Ci x(k) + Dwi w(k) (6.31)
⎩
x(k) = x0 , t = 0
where Âi = (Ai + E i (k)Fi + Bui K q ).
Firstly, the reachability problem of the sliding surface will be analyzed in the
following theorem.
Theorem 6.4 The closed-loop MJS (6.31) can be driven onto S(k) = 0 during the
finite-time interval [0 N ] under the asynchronous SMC (6.30), if the coefficient
parameter ηi (k) satisfies
ηi (k) = κi + 2K q x(k) + (G i Bui )−1 (G i Bwi )w(k) (6.32)
λmax [(G i Bui )−1 ]S(0)

κi ≥ . (6.33)
N +1
Proof For the discrete-time MJS (6.2), it follows from (6.28) that:
S(k + 1) = G i x(k + 1) − G i (Ai + E i (k)Fi + Bui K q )x(k)

= G i Bui K q x(k) + G i Bui u(k) + G i Bwi w(k). (6.34)
Then, the following Lyapunov function is chosen as:
S T (k)(G i Bui )−1 S(k)

V3 (k, i) = . (6.35)
2
Thus, we have

E {V3 (k, i)} = E S T (k + 1)S(k + 1) − S T (k)S(k)
= νi + S T (k)(G i Bui )−1 (S(k + 1) − S(k))
= νi + S T (k)(K q x(k) + u(k) + (G i Bui )−1 (G i Bwi )w(k)
− (G i Bui )−1 S(k)) (6.36)
−1
where νi = (S (k+1)−S (k))(G i2Bui ) (S(k+1)−S(k)) .
T T
Recalling to conditions (6.30) and (6.32), one can get

E {V3 (k, i)} = E S T (k + 1)S(k + 1) − S T (k)S(k)
= νi + S T (k)(G i Bui )−1 (S(k + 1) − S(k))
= νi + (−κi S(k) − (G i Bui )−1 (G i Bwi )w(k)S(k)
+ S T (k)(G i Bui )−1 (G i Bwi )w(k) − S T (k)(G i Bui )−1 S(k))
≤ νi − κi S(k). (6.37)
Thus, there exists a large enough coefficient parameter κi such that E {V3
(k, i)} < 0 holds, which means the closed-loop MJS (6.31) can be driven onto
S(k) = 0 during the finite-time interval [0 N ] under the asynchronous SMC (6.30).
Then, we prove that the closed-loop MJS (6.31) can be driven onto S(k) = 0 during
[0 N ] with N < N .
From condition (6.37), one can get
νi E {V3 (k, i)} S T (k)(G i Bui )−1 (S(k) − S(k + 1))

κi ≤ − ≤ . (6.38)
S(k) S(k) S(k)
Summing of the condition (6.37) from 0 → N , one can obtain
N
S T (k)(G i Bui )−1 (S(k) − S(k + 1))
(1 + N )κi ≤ . (6.39)
k=0
S(k)
Recalling to Eq. (6.35), we have
N
S T (k)(G i Bui )−1 (S(k) − S(k + 1))
(1 + N )κi ≤
k=0
S(k)
S T (0)(G i Bui )−1 (S(0) − S(1)) 2V1 (0)
≤ ≤ . (6.40)
S(0) S(0)
It follows from condition (6.40) that:
2V1 (0)
N ≤ − 1. (6.41)
κi S(0)
Thus, we have N < N by means of equation (6.33). That means the closed-loop
MJS (6.31) can be driven onto S(k) = 0 during [0 N ] with N < N . The proof is
completed.
It is known that the closed-loop MJS (6.31) has two phases for the given [0 N ].
The first one is the reaching phase within [0 N ], and the second one is the sliding
motion phase within [N N ]. Next, we will analyze the transient performance of
system (6.31) over [0 N ] and [N N ].
Theorem 6.5 For given scalars βi ≥ 1, and c > c1 , the closed-loop MJS (6.31) is
stochastic finite-time stabilizable with respect to (c1 c N R d), if there exist
mode-dependent weight matrix Pi such that
⎡ Q M
⎤
⎢ −βi Pi 0 φiq πi j ÂiT P j ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ M
⎥
⎢ ∗ −βi I πi j Bwi
T
Pj ⎥<0 (6.42)
⎢ ⎥
⎢ j=1
⎥
⎣ M ⎦
∗ ∗ − πi j P j
j=1
βiN (λ Pi c1 + d 2 ) < c λ Pi (6.43)
c1 < c < c2 . (6.44)
Proof Selecting the same Lyapunov function as that in (6.15) and considering the
closed-loop MJS (6.31), one can get

Q
M
E{V2 (k + 1, i)} = φiq πi j x T (k + 1)P j x(k + 1)
q=1 j=1

Q
M
= φiq πi j ( Âi x(k) − Bui ηi (k)sign(S(k)) + Bwi w(k))T P j
q=1 j=1
× ( Âi x(k) − Bui ηi (k)sign(S(k)) + Bwi w(k))

Q
M
< φiq πi j ( Âi x(k) + Bwi w(k))T P j ( Âi x(k) + Bwi w(k)).
q=1 j=1
(6.45)


B1i B2i x(k)
x (k) w (k)
T T
<0 (6.47)
∗ Bwi
T
Bwi − βi I w(k)
Q Q
where B1i = q=1 φiq M j=1 πi j Âi P j Âi − βi Pi
T
and B2i = q=1 φiq M
j=1
πi j ( Âi P j Bwi ). Recalling to Lemma 2.1 and using the Schur complement lemma,
inequality (6.47) holds by inequality (6.13).
From Eq. (6.46), we have

k
E{V2 (k, i)} < βik V2 (x(0), r0 ) + βil w T (k − l)w(k − l)
l=1

k

< βi V2 (x(0), r0 ) +
k
βik−l w T (k − l)w(k − l)
l=1

k

< βik x T (0)Pi x(0) + βik−l w T (k − l)w(k − l) . (6.48)
l=1
−1 −1 −1 −1
Defining λ Pi = maxi∈M {λmax (R 2 Pi R 2 )} and λ Pi = mini∈M {λmin (R 2 Pi R 2 )},
we can get from condition (6.48) that

k

λ Pi E{x (k)Rx(k)} <
T
βiN λ Pi x (0)Rx(0) +
T
βik−l w T (k − l)w(k − l)
l=1
< βiN (λ Pi c1 + d 2 ). (6.49)
Thus, one can get
βiN (λ Pi c1 + d 2 )
E{x T (k)Rx(k)} < . (6.50)
λ Pi
It follows from condition (6.43) that E{x T (k)Rx(k)} < c for any k ∈ [0 N ]. That
means the closed-loop MJS (6.31) is stochastic finite-time stabilizable in regard to
(c1 c N R d). The proof is completed.
In the following theorem, stabilizable with H∞ performance with respect to

(c1 c N R d) of the closed-loop MJS (6.31) will be given.
Theorem 6.6 For given scalars βi ≥ 1 and c > c1 , the closed-loop MJS (6.31) is
stochastic finite-time stabilizable with H∞ performance in regard to (c1 c N R d),
if there exist mode-dependent weight matrix Pi such that Eqs. (6.43) and (6.44) and
the following inequality hold:
⎡ Q M
⎤
T
⎢ Ci Ci − βi Pi CiT Dwi φiq πi j ÂiT P j ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ M
⎥
⎢ ∗ −βi I + Dwi
T
Dwi πi j Bwi
T
Pj ⎥ < 0. (6.51)
⎢ ⎥
⎢ j=1
⎥
⎣ M ⎦
∗ ∗ − πi j P j
j=1
Proof The same Lyapunov function is selected as that in (6.15). Considering the
H∞ performance index, we introduce the following auxiliary function:
E{V2 (k + 1, i)} − βi V2 (k, i) < βi w T (k)w(k) − z T (k)z(k). (6.52)

B1i + CiT Ci B2i + CiT Dwi x(k)
x T (k) w T (k) < 0. (6.53)
∗ −βi I + 2Dwi
T
Dwi w(k)
Recalling to Lemma 2.1 and using Schur complement lemma, inequality (6.53)
holds according to inequality (6.51). Define
N

J=E [z (k)z(k) − βi w (k)w(k)] .
T T
(6.54)
k=1
Under zero initial condition, it yields

N

J≤E [z (k)z(k) − βi w (k)w(k) + E{V2 (k + 1, i)} − βi V2 (k, i)] . (6.55)
T T
k=1
Considering the inequality (6.52), it follows that J < 0. Thus, one can get:

N
N
E z (k)z(k) < βi E
T
w (k)w(k) .
T
(6.56)
k=1 k=1
√
Recalling to Definition 3.2 and inequality (6.56), we have J < 0 with γ = βi .
The proof is completed.
It follows from the sliding mode control theory that the equivalent controller (6.57)
can be obtained if the closed-loop MJS (6.31) maintain in S(k) = 0
u eq (t) = −K q x(t) − (G i Bui )−1 G i Bwi w(t). (6.57)
Substituting the equivalent controller (6.57) into discrete-time MJS (6.2), the
following closed-loop MJS can be obtained:
⎧
⎨ x(k + 1) = (Ai + E i (k)Fi − Bui K q )x(t)
z(k) = Ci x(k) + Dwi w(k) . (6.58)
⎩
x(k) = x0 , k = 0

stabilizable in regard to (c1 c c2 N N R d) of the closed-loop MJS (6.58) will
be given.
Theorem 6.7 For given scalars βi ≥ 1, N < N , and c < c2 , the closed-loop
MJS (6.58) is stochastic finite-time stabilizable with H∞ performance in regard
to (c1 c c2 N N R d), if there exist mode-dependent weight matrix Pi such that
⎡ ⎤
Q M T
⎢ −βi Pi 0 φiq
πi j Ai P j ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ ∗ −βi I 0 ⎥<0 (6.59)
⎢ ⎥
⎣ M
⎦
∗ ∗ − πi j P j
j=1
βiN −N (λ Pi c + d 2 ) < c2 λ Pi (6.60)
c1 < c < c2 . (6.61)
Proof For the closed-loop MJS (6.58), the same Lyapunov function is selected as
(6.15). Thus, we have

Q
M
E{V2 (k + 1, i)} = φiq πi j x T (k + 1)P j x(k + 1)
q=1 j=1

Q
M
T
= φiq πi j x T (t)Ai P j Ai . (6.62)
q=1 j=1
where Ai = (Ai + E i (k)Fi − Bui K q ).

Considering condition (6.63), inequality (6.59) can be obtained by means of Schur

complement lemma.
Recalling Theorem 6.5, we have E{x T (N )Pi x(N )} < c . From Eq. (6.63), we
have

k
E{V2 (k, i)} < βik V2 (x(N )) + βil w T (k − l)w(k − l)
l=N

k

< βik (V2 (x(N ))) + βik−l w T (k − l)w(k − l)
l=1

k
< βik E{x T (N )Pi x(N )} + βik−l w T ((k − l)w(k − l)). (6.64)
l=1
Defining
−1 −1
λ Pi = max{λmax (R 2 Pi R 2 )},
i∈M
−1 −1
and λ Pi = mini∈M {λmin (R 2 Pi R 2 )}, we can get from condition (6.48) that

k

λ Pi E{x T (k)Rx(k)} < βiN −N λ Pi x T (N )Rx(N ) + βik−l w T (k − l)w(k − l)
l=1
< βiN −N (λ Pi c + d ). 2
(6.65)
Thus, one can get
βiN −N (λ Pi c + d 2 )
E{x T (k)Rx(k)} < . (6.66)
λ Pi
It follows from Eq. (6.60) that E{x T (k)Rx(k)} < c2 for any k ∈ [N N ]. That
means the closed-loop MJS (6.58) is stochastic finite-time stabilizable with respect
to (c1 c c2 N N R d). The proof is completed.

stabilizable with H∞ performance with respect to (c c2 [N N ] R) of the closed-
loop MJS (6.58) will be given.
Theorem 6.8 For given scalars βi ≥ 1, N < N , and c < c2 , the closed-loop
MJS (6.58) is stochastic finite-time stabilizable with H∞ performance in regard
to (c1 c c2 N N R d), if there exist mode-dependent weight matrix Pi such that
conditions (6.60) and (6.61) and the following inequality hold:
⎡ ⎤
Q M T
T
⎢ Ci Ci − βi Pi CiT Dwi φiq πi j Ai P j ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ ∗ −βi I + T
Dwi Dwi 0 ⎥ < 0. (6.67)
⎢ ⎥
⎣ M
⎦
∗ ∗ − πi j P j
j=1
Proof The same Lyapunov function is selected as (6.15). Considering the H∞ per-
formance index, we introduce the same auxiliary function as (6.52). Then, similar to
the proof in the Theorem 6.6, the stochastic finite-time stabilizable with H∞ perfor-
mance of the closed-loop MJS (6.58) can be guaranteed. The proof is completed.
It follows from Theorems 6.5 to 6.8 that the closed-loop discrete-time MJS is
stochastic finite-time stabilizable with H∞ performance over the [0 N ] and [N N ]
if and only if the inequalities (6.43)–(6.44), (6.51), (6.60)–(6.61), and (6.67) hold
simultaneously. In the following theorem, the asynchronous controller gain K q will
be obtained to ensure the closed-loop MJS stochastic finite-time stabilizable with
H∞ performance over [0 N ] and [N N ] simultaneously.
Theorem 6.9 For given scalars βi ≥ 1, and 0 < c1 < c < c2 , the closed-loop MJS
(6.5) is stochastic finite-time stabilizable with H∞ performance with respect to
(c1 c2 N R d) over [0 N ] and [N N ] simultaneously, if there exist mode-dependent
weight matrix X i , matrices Hq and Yq such that

1iq 2i
<0 (6.68)
∗ −diag{−I, −βi−1 I, −I, −I, −I, }

3iq 2i
<0 (6.69)
∗ −diag{−I, −βi−1 I, −I, −I, −I, }
βiN (λ Pi c1 + d 2 ) < c λ Pi (6.70)
βiN −N (λ Pi c + d 2 ) < c2 λ Pi (6.71)
c1 < c < c2 (6.72)
where
⎡ Q M
⎤
⎢ −βi X i φiq πi j Hq AiT + T
0 YqT Bui 0 ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ M
⎥
⎢ ∗ −βi Hi πi j X i Bwi
T
0 ⎥
1iq =⎢ ⎥,
⎢ j=1
⎥
⎢ M M ⎥
⎢ ∗ ∗ − πi j X i πi j X i E i ⎥
⎣ j=1 j=1
⎦
∗ ∗ ∗ −βi I
⎡ ⎤
X i CiT X i FiT X i CiT 0 0
⎢ 0 0 T
0 X i Dwi T ⎥
X i Dwi
=⎢
⎣ 0
⎥,
2i
0 0 0 0 ⎦
0 0 0 0 0
⎡ ⎤
Q M
⎢ −βi X i φiq πi j Hq AiT + T
0 YqT Bui 0 ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ ∗ −βi Hi 0 0 ⎥
3iq =⎢ ⎥.
⎢ M M ⎥
⎢ ∗ ∗ − πi j X i πi j X i E i ⎥
⎣ j=1 j=1 ⎦
∗ ∗ ∗ −βi I
Moreover, the asynchronous finite-time asynchronous SMC gain is given by K q =

Hq Yq−1 .
Proof Considering Âi = (Ai + E i (k)Fi + Bui K q ) and Ai = (Ai + E i (k)Fi −

Bui K q ) and Lemma 2.1, the inequality (6.51) and the inequality (6.67) can be rewrit-
ten as the following inequalities by means of Schur complement lemma:
⎡ Q M ⎤
⎢ Ci φiq πi j (AiT + K qT Bui
CiT Dwi T )P 0
j ⎥
⎢ q=1 j=1 ⎥
⎢ M ⎥
⎢ ⎥
T D
wi πi j Bwi
T P
j 0 ⎥
⎢ ⎥<0 (6.73)
⎢ j=1 ⎥
⎢ M M ⎥
⎢ ∗ ∗ − πi j P j πi j P j E i ⎥
⎣ ⎦
j=1 j=1
∗ ∗ ∗ −βi I
⎡ Q
⎤
M
⎢ Ci φiq πi j (AiT − K qT Bui
CiT Dwi T )P 0
j ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
T D
wi 0 0 ⎥
⎢ ⎥<0 (6.74)
⎢ M M ⎥
⎢ ∗ ∗ − πi j P j πi j P j E i ⎥
⎣ j=1 j=1
⎦
∗ ∗ ∗ −βi I
where Ci = CiT Ci − βi Pi + βi FiT Fi .

Pre- and post-multiplying inequalities (6.73) and (6.74) by {Pi−1 Pi−1 Pi−1 I },
respectively, and letting X i = Pi−1 and Hi = Pi−1 X i = Pi−1 , we have

1iq 2i
<0 (6.75)
∗ −diag{−I, −βi−1 I, −I, −I, −I, }

3iq 2i
<0 (6.76)
∗ −diag{−I, −βi−1 I, −I, −I, −I, }
6.4 Simulation Analysis 125
where
⎡ Q M
⎤
⎢ −βi X i φiq πi j X i (AiT + K qT Bui )
T
0 0 ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ M
⎥
⎢ ∗ −βi Hi πi j X i Bwi
T
0 ⎥
1iq =⎢ ⎥,
⎢ j=1
⎥
⎢ M M ⎥
⎢ ∗ ∗ − πi j X i πi j X i E i ⎥
⎣ j=1 j=1
⎦
∗ ∗ ∗ −βi I
⎡ ⎤
X i CiT X i FiT X i CiT 0 0
⎢ 0 0 T
0 X i Dwi T ⎥
X i Dwi
=⎢
⎣ 0
⎥,
2i
0 0 0 0 ⎦
0 0 0 0 0
⎡ ⎤
Q M
⎢ −βi X i φiq πi j X i (AiT + K qT Bui )
T
0 0 ⎥
⎢ q=1 j=1 ⎥
⎢ ⎥
⎢ ∗ −βi Hi 0 0 ⎥
3iq =⎢ ⎥.
⎢ M M ⎥
⎢ ∗ ∗ − πi j X i πi j X i E i ⎥
⎣ j=1 j=1 ⎦
∗ ∗ ∗ −βi I
Q M
q=1 φiq j=1 πi j X i (Ai + K q Bui ) in 3iq , we define X iq =
T T T
For 1iq and
Q
L i Hq with a non-singular unit matrix L i . q=1 φiq M j=1 i j X i (Ai + K q Bui ) =
π T T T
Q M
q=1 φiq j=1 πi j Hq Ai + Yq Bui can be obtained by defining Yq = K q Hq . Thus,
T T T
inequalities (6.68)–(6.69) can ensure that inequalities (6.75)–(6.76) hold simulta-

neously. Combining with inequalities (6.70)–(6.72), we know that the closed-loop
MJS (6.5) is stochastic finite-time stabilizable with H∞ performance with respect to
(c1 c2 N R) over [0 N ] and [N N ] simultaneously. The proof is completed.
6.4 Simulation Analysis
In this section, a numerical example is given to show the effectiveness of our devel-
oped results. Consider the following two-mode discrete-time MJS with parameters
given by:

−0.25 −0.15 −0.46 0.26 0.1 0.2
A1 = , A2 = , Bu1 = , Bu2 = ,
0.43 −0.31 0.24 −0.57 0.5 0.3

0.2 0.4 0.3 0.5
E1 = , E2 = , F1 = 0.2 0.5 , F2 = 0.3 0.4 ,
0.7 0.1 0.3 0.4

C1 = 0.1 0.5 , C2 = 1.2 1.6 ,

Dw1 = 0.5 , Dw2 = 0.3 .

0.4 0.6
Assume the transition probability matrix as [πi j ] = . The initial conditions
0.3 0.7

are given by x0 = 0.3 0.4 , c1 = 0.4, and w(t) = 0.8 cos(t). We also set β1 = 0.2,
β2 = 0.3, N = 3, λ Pi = 0.8, λ Pi = 0.3, and d 2 = 0.6.
By solving Theorem 6.3, we obtain

8.2520 1.7494 −13.0905 −2.6415
P1 = , P2 = ,
1.7494 9.2918 −2.6415 −8.8332

G 1 = 1.6999 4.8209 , G 2 = −3.4106 −3.1782 , c2 = 5.9353.
Applying the obtained mode-dependent weight matrices Pi , G i to the discrete-

time MJS (6.5), the simulation results are plotted in Figs. 6.1, 6.2, 6.3, and 6.4.
Figure 6.1 depicts the jumping mode of the discrete-time MJSs. The state trajec-
tories of x(k) and E{x T (k)Rx(k)} of the closed-loop MJS are shown in Figs. 6.2
and 6.3, respectively. From Figs. 6.2 and 6.3, we know that the closed-loop MJS
Fig. 6.1 The jumping modes

6.4 Simulation Analysis 127
Fig. 6.2 The state trajectories of x(k)
Fig. 6.3 The state trajectories of E{x T (k)Rx(k)}
(6.12) is stochastic finite-time stabilizable with H∞ performance with respect to

(0.4 5.9353 3 I ). Figure 6.4 displays the mode-dependent sliding variable trajec-
tories of S(k). From Fig. 6.4, we know that the closed-loop MJS can be driven onto
the sliding surface under the designed sliding mode control scheme.
Fig. 6.4 The sliding variable trajectories of S(k)
6.5 Conclusion
The finite-time SMC and asynchronous SMC design problems for discrete-time MJSs
are investigated in this chapter. Firstly, we design a mode-dependent SMC to drive
the closed-loop MJSs onto the sliding surface with the help of the Lyapunov function
method. Moreover, some sufficient conditions on the stochastic finite-time stabiliza-
tion with H∞ performance of the closed-loop MJSs are given. Then, considering the
asynchronous phenomenon of the discrete-time MJSs, we design a mode-dependent
asynchronous SMC to drive the closed-loop systems onto the sliding surface. In
addition, some sufficient conditions on the stochastic finite-time stabilization with
H∞ performance over the finite-time interval [0 N ] are provided. The next chapter
will consider the transient performance at a specific frequency band to reduce the
conservativeness of controller design from the perspective of frequency domain.
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jump systems via transition rates optimal design. IEEE Trans. Syst. Man Cybern. Syst. (2020).
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Chapter 6

Finite-Time Sliding Mode Control

As known that, solving the inaccuracy of modeling, structures or parameters is one of

6.2 Finite-Time Sliding Mode Control

The following uncertain discrete-time MJS is described by:

S(k) = G i x(k) − G i (Ai + E i (k)Fi )x(k − 1) (6.3)

where G i is a mode-dependent weight matrix needed to be designed such that G i Bui

where ηi (k) is the coefficient parameter to be designed.

where Âi = (Ai + E i (k)Fi − Bui (G i Bui )−1 G i Ai ).

ηi (k) = −G i Ai x(k) + G i Bwi w(k). (6.6)

S(k + 1) = G i x(k + 1) − G i Ai x(k) = G i Bui u(k) + G i Bwi w(k)

Then, the following stochastic Lyapunov–Krasovskii functional is chosen as:

V1 (k, i) = S T (k)S(k). (6.8)

Recalling to Eq. (6.7), we have

E {V1 (k, i)}

E {V1 (k, i)} ≤ −S T (k)S(k) < 0. (6.10)

u eq (k) = −(G i Bui )−1 G i Bwi w(t). (6.11)

In the following theorem, some sufficient conditions on the stochastic finite-time

βiN (λ Pi c1 + d 2 ) < c2 λ Pi . (6.14)

Proof Select the following Lyapunov function

V2 (k, i) = x T (k)Pi x(k). (6.15)

Considering the closed-loop MJS (6.12), one can get

+ w T (k)[I − Bui (G i Bui )−1 G i ]T Bwi

We introduce the following auxiliary function:

E{V2 (k + 1, i)} − βi V2 (k, i) < βi w T (k)w(k). (6.17)

It follows from inequality (6.17) that:

where Ai = M j=1 πi j (Ai + Fi (k)E i )P j (Ai + E i (k)Fi ) − βi Pi . Recalling to

From condition (6.17), we have

Thus, one can get

In the following theorem, some sufficient conditions on the stochastic finite-time

E{V2 (k + 1, i)} − βi V2 (k, i) < βi w T (k)w(k) − z T (k)z(k). (6.23)

It follows from inequality (6.23) that:

where Ai = M j=1 πi j (Ai + Fi (k)E i )P j (Ai + E i (k)Fi ) − βi Pi + C i C i .

Under zero initial condition, it yields

6.3 Asynchronous Finite-Time Sliding Mode Control

In this subsection, based on the hidden Markovian model, an asynchronous SMC

S(k) = G i x(k) − G i (Ai + E i (k)Fi + Bui K q )x(k − 1) (6.28)

where K i is the controller gain and G i is mode-dependent weight matrix needed to

Pi > 0 will be selected to ensure the non-singularity of G i Bui . q can be reflected by

φiq = P {φk = q | rk = i} (6.29)

u(k) = K q x(k) − ηi (k)sign(S(k)) (6.30)

where ηi (k) is the coefficient parameter to be designed.

where Âi = (Ai + E i (k)Fi + Bui K q ).

ηi (k) = κi + 2K q x(k) + (G i Bui )−1 (G i Bwi )w(k) (6.32)

λmax [(G i Bui )−1 ]S(0)

S(k + 1) = G i x(k + 1) − G i (Ai + E i (k)Fi + Bui K q )x(k)

Then, the following Lyapunov function is chosen as:

S T (k)(G i Bui )−1 S(k)

Recalling to conditions (6.30) and (6.32), one can get

νi E {V3 (k, i)} S T (k)(G i Bui )−1 (S(k) − S(k + 1))

Summing of the condition (6.37) from 0 → N , one can obtain

Recalling to Eq. (6.35), we have

It follows from condition (6.40) that:

βiN (λ Pi c1 + d 2 ) < c λ Pi (6.43)

c1 < c < c2 . (6.44)

× ( Âi x(k) − Bui ηi (k)sign(S(k)) + Bwi w(k))

We introduce the following auxiliary function:

E{V2 (k + 1, i)} − βi V2 (k, i) < βi w T (k)w(k). (6.46)