A ROBUST ADAPTIVE CONTROL DESIGN FOR A CLASS OF UNCERTAIN NONLINEAR MARKOVIAN JUMP SYSTEMS

A direct robust adaptive nonlinear control scheme for a class of uncertain nonlinear Markovian jump systems with nonlinear state‐dependent uncertainty is presented. The proposed scheme is Lyapunov‐based and guarantees the global uniform ultimate boundedness of the closed‐loop system in the mean sense. A numerical example is given to demonstrate the validity of the results.