\(H_\infty\) control of singular Markovian jump systems with bounded transition probabilities
Summary: This paper discusses \(H_\infty\) control problems of continuous-time and discrete-time singular Markovian jump systems (SMJSs) with bounded transition probabilities. Improved sufficient conditions for continuous-time SMJSs to be regular, impulse free, and stochastically stable with \(H_\infty\)-disturbance attenuation are established via less conservative inequality to estimate the transition jump rates, so are the discrete-time SMJSs. With the obtained conditions, the design of a state feedback controller which ensures the resulting closed-loop system to be stochastically admissible and with \(H_\infty\) performance is given in terms of linear matrix inequalities (LMIs). Finally, illustrative examples are presented to show the effectiveness and the benefits of the proposed approaches.
scientific article; zbMATH DE number 6372407
scientific article