Robust Finite-time H_∞ Control of Linear Time-varying Delay Systems with Bounded Control via Riccati Equations

In this paper, we will present new results on robust finite-time H_∞ control for linear time-varying systems with both time-varying delay and bounded control. Delay-dependent sufficient conditions for robust finite-time stabilization and H_∞ control are first established to guarantee finite-time stability of the closed-loop system via solving Riccati differential equations. Applications to finite-time H_∞ control to a class of linear autonomous time-delay systems with bounded control are also discussed in this paper. Numerical examples are given to illustrate the effectiveness of the proposed method.