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H∞ control for discrete‐time Markovian jump systems with partial information on transition probabilities
Authors:Jie Zhang
Abstract:This paper focuses on mode‐dependent H state‐feedback control for a class of discrete‐time Markovian jump systems (MJSs) with partial information on transition probabilities (TPs). The augmented free‐connection weighting matrices are introduced by considering the influence of partial information of TPs on discrete‐time MJSs and the disturbance input on the state vector. As a result, the less conservative stability criterion and bounded real lemma (BRL) of MJSs with partly unknown TPs are obtained. Then the sufficient conditions for designing the mode‐dependent H controllers are derived in terms of linear matrix inequalities (LMIs). Numerical examples are given to illustrate the effectiveness and the merits of the proposed method.
Keywords:Markovian jump systems (MJSs)  H∞  control  transition probabilities (TPs)  free‐connection weighting matrix
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