Robust control on saturated Markov jump systems with missing information

• Published in: Information sciences Vol. 265; pp. 123 - 138
• Main Authors: Shi, Peng, Yin, Yanyan, Liu, Fei, Zhang, Jianhua
• Format: Journal Article
• Language: English
• Published: Elsevier Inc 01.05.2014
• Subjects: [formula omitted] control; Actuator saturation; Markov jump system; H∞ control; Markov jump system; Actuator saturation
• ISSN: 0020-0255
• DOI: 10.1016/j.ins.2013.12.050

In this paper, a robust H∞ controller is designed for saturated Markov jump systems with uncertainties and time varying transition probabilities. The time-varying transition probability uncertainty is described as a polytope set. Stochastic stability is analyzed for the underlying systems by Lyapunov function approach and a sufficient condition is derived to design controllers such that the resulting closed-loop system is stochastically stable and a prescribed H∞ performance is also achieved. Furthermore, the attraction domain of this Markov jump system is estimated and evaluated. A simulation example is given to show the effectiveness of the developed techniques.