Control for Markovian jumping discrete-time systems with different forms of uncertainties

We investigate the H_∞ control problem for a class of linear discrete-time systems with Markovian jumping parameters. The jumping parameters considered is modelled by a discrete-time Markov process. Our attention is focused on the design of linear state feedback controller such that both stochastic stability and a prescribed H_∞ performance are required to be achieved when the real system under consideration has different types of uncertainties. Sufficient conditions, which are in terms of a set of solutions of coupled algebraic Riccati inequalities, are proposed to solve the above problem