Stochastic observer design for Markovian jump Lur´e differential inclusion system

This paper deals with the observer design for the Lur´e differential inclusion system with Markovian jump parameters. The information of transition probabilities is partially unknown. The stochastic observer is designed to make the error system exponentially stable in mean square. The condition for the existence of the stochastic observer is given by a set of linear matrix inequalities and linear matrix equalities. Finally, the rotor system is simulated to show the effectiveness of the proposed observer.