Robust H∞ output feedback control for Markovian jump systems with actuator saturation

This paper concerns the output feedback control problem for a class of uncertain continuous-time Markovian jump systems with actuator saturation. The controller is nonlinear in nature and will be first parameterized in the quasi-linear parameter varying form. Conditions under which the closed-loop system is stochastically stable with ? disturbance attenuation are then derived in terms of an LMI approach. The problem of designing an output feedback controller such that the estimate of the domain of attraction is enlarged is then formulated and solved as an optimization problem with LMI constraints. The case where the transition rate matrix of the Markov process is unknown is considered, and the robust H8 output feedback controller is then derived. Finally, a numerical example is given to illustrate the effectiveness of the proposed results. Copyright (C) 2011 John Wiley & Sons, Ltd.