Robust H∞ static output control of discrete Markov jump linear systems with norm bounded uncertainties

摘要

This study is concerned with the robust static output feedback control of discrete Markov jumps systems with norm bounded uncertainties on system input and output matrices. With resorting to a new separating technique, the coupling relationship among Lyapunov variables, controller gains, input and output matrices is eliminated. Based on this new technique, sufficient conditions are developed to guarantee that the closed loop system is robust stochastically stable with the prescribed performance level. Moreover, these conditions are expressed in terms of linear matrix inequalities. A numerical example is further given to demonstrate the effectiveness of the proposed method.