H∞-Control for Markov jump systems subject to actuator saturation

This paper considers the problem of H_infin controller design for a class of Markov jump systems subject to actuator saturation. The gains of H_infin controller are mode-dependent and governed by the stochastic transition rate matrix. The stochastic stability region is constructed via finding an ellipsoid invariant set for system. Based on the state feedback method, the resulting closed-loop system is stochastically stable and satisfies a certain level of H_infin disturbance attenuation. The solvability condition of the above controller can be equivalent to a feasibility problem of coupled linear matrix inequalities (LMIs). The simulation results of a numerical example are given to verify the effectiveness of this method