Robust control of uncertain discrete-time Markovian jump systems with actuator saturation

Abstract

In this paper, the robust stochastic stabilization problem for the class of discrete-time uncertain Markovian jump linear systems (MJLS) with actuator saturation is considered. The definition of domain of attraction in mean square sense (DoA-MSS) is introduced to analyze the stochastic stability of the closed-loop system. By using a class of stochastic Lyapunov function which is dependent on the jump mode and saturation function, design procedures for both the mode-dependent and mode-independent state feedback controllers are developed based on the Linear Matrix Inequality (LMI) approach. Finally, a numerical example is provided to show the usefulness of the proposed techniques.