Annular Finite-Time Stability and Stabilization of Continuous-Time Markov Jump Linear Systems

In this paper we tackle some control problems related to the class of continuous-time, Markov jump linear systems. First of all, the annular stochastic finite-time stability problem is considered, and two different sufficient conditions are derived. Both conditions require the solution of a feasibility problem based on differential linear matrix inequalities. The analysis conditions are the starting point to solve the statefeedback design problem. Some numerical examples, considering also an electrical circuit, show the effectiveness of the proposed approach.