Robust Stability for Uncertain Discrete-Time Descriptor Markov Jump Systems subject to Actuator Saturation

In this paper, the robust stochastic stability problem for uncertain discrete-time descriptor Markov jump systems with actuator saturation is considered. A sufficient condition which guarantees that the discrete-time descriptor Markov jump systems with actuator saturation is regular, causal and stochastically stable is established. With this condition, 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.