H ∞ Control of Singular Markovian Jump Systems with Bounded Transition Probabilities

Abstract EN

This paper discusses H∞ control problems of continuous-time and discrete-time singular Markovian jump systems (SMJSs) with bounded transition probabilities.

Improved sufficient conditions for continuous-time SMJSs to be regular, impulse free, and stochastically stable with γ-disturbance attenuation are established via less conservative inequality to estimate the transition jump rates, so are the discrete-time SMJSs.

With the obtained conditions, the design of a state feedback controller which ensures the resulting closed-loop system to be stochastically admissible and with H∞ performance is given in terms of linear matrix inequalities (LMIs).

Finally, illustrative examples are presented to show the effectiveness and the benefits of the proposed approaches.