Robust stability for discrete-time uncertain singular Markov jump systems with actuator saturation

Abstract

In this study, the robust stochastic stability problem for discrete-time uncertain singular Markov jump systems with actuator saturation is considered. A sufficient condition that guarantees that the discrete-time singular Markov jump systems with actuator saturation is regular, causal and stochastically stable is established. With this condition, for full and partial knowledge of transition probabilities cases, the design of robust state feedback controller is developed based on linear matrix inequality (LMI) approach. A numerical example is given to illustrate the effectiveness of the proposed methods.