Finite-time control of discrete-time linear systems

In this note, we consider the finite-time stabilization of discrete-time linear systems subject to disturbances generated by an exosystem. Finite-time stability can be used in all those applications where large values of the state should not be attained, for instance in the presence of saturations. The main result provided in the note is a sufficient condition for finite-time stabilization via state feedback. This result is then used to find some sufficient conditions for the existence of an output feedback controller guaranteeing finite-time stability. All the conditions are then reduced to feasibility problems involving linear matrix inequalities (LMIs). Some numerical examples are presented to illustrate the proposed methodology.