Disturbance rejection control for Markov jump systems with nonhomogeneous processes

This paper studies the problem of disturbance rejection controller design for a class of nonhomogeneous Markov jump systems, in which the nonhomogeneous Markov jump process is described as a polytope set. To compensate the disturbance, a disturbance observer is considered, and based on which the state-feedback control law is designed. Under the designed controller, a sufficient condition is presented to ensure that the resulting closed-loop system is stochastically stable and a prescribed H_∞ performance index is satisfied. Finally, a simulation example is given to illustrate the effectiveness of the developed techniques proposed.