Robust H∞ Control of Markovian Jump Systems subject to Saturating Actuator and Incomplete Knowledge of Transition Probability

This paper deals with the problem of robust H_∞ control for a class of discrete-time Markovian jump systems subject to both actuator saturation and incomplete knowledge of transition probability. Different from the previous results where the complete knowledge of transition probability is available, a more general case is considered and the concept of domain of attraction in mean square sense is used to analyze the closed-loop stability. A sufficient condition is established to guarantee the stochastic stability of the closed-loop system. The mode-dependent H_∞ state-feedback controller are designed using the LMI approach. Finally, a numerical example is provided to show the effectiveness of our method.