Systems Science & Control Engineering · 2018 · 12 citations · 33 references
Natural SciencesFinanceDynamical SystemsFinancial EconomicsFinancial MarketsChaos TheoryControl Of Dynamical SystemsControl SystemsControl TheoryStabilityTime Delay EffectsBoundedness AnalysisChaos ControlDelay-dependent Stability AnalysisDelay-dependent Stability CriteriaDelayed FeedbackFinite TimeFinite-time ControlLyapunov Stability
This paper is concerned with the finite-time $ H_\infty $ control problem for a chaotic finance system subject to energy-bounded external disturbance via delayed feedback controller. Based on an augmented Lyapunov-like functional, the Wirtinger-based inequality and the novel finite-time boundedness analysis approach, a delay-dependent sufficient condition is proposed in terms of linear matrix inequalities such that the closed-loop error system is finite-time bounded with a prescribed $ H_\infty $ performance level. By simple modification, the sufficient condition based on the standard $ H_\infty $ control design is also obtained. Finally, simulation results are given to demonstrate the effectiveness and advantages of our proposed results.
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