Robust control on saturated Markov jump systems with missing information

In this paper, a robust image 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 image 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.