Robust finite-time H∞ control for uncertain stochastic singular systems

The problems of finite-time stochastic boundedness and robust H_∞ control for stochastic singular systems are investigated in this paper. Firstly, sufficient conditions of finite-time stochastic boundedness on state feedback are obtained for the family of stochastic singular systems with parametric uncertainties and external disturbance. And then, designed state feedback controller is provided to guarantee that the underlying closed-loop stochastic singular system is robust H_∞ finite-time stochastic boundedness in terms of strict linear matrix equalities with a fixed parameter. Finally, a simulation example is presented to illustrate the effectiveness of the obtained results.