Design of anti-windup gains for Markovian jump systems subject to parametric uncertainty and actuator saturation

The problem of design of anti-windup gains for Markovian jump systems subject to parametric uncertainty and actuator saturation is addressed in this paper. The system under study is assumed to have partially unknown transition rates. A set of anti-windup compensation gains are designed for dynamic output feedback controllers that have been designed in advance for stabilization in the absence of control saturation. It is shown that the redesigned controllers can achieve stabilization of the system regardless the presence or absence of actuator saturation. A convex optimization method is developed to obtain the largest possible estimation of the domain of attraction for the closed-loop system. Simulation results are presented to illustrate the effectiveness of the proposed method.