Nonstationary H dynamic output feedback control for discrete-time Markov jump linear systems with actuator and sensor saturations

This paper is concerned with the nonstationary dynamic output feedback control problem for a class of discrete-time Markov jump linear systems (MJLSs) under simultaneous consideration of actuator and sensor saturations. The so-called nonstationary controllers dominated by two other different piecewise-stationary Markov chains are introduced, making the designed controllers not only mode-dependent but also dependent on other variations associated with the mode transitions in the original MJLSs. The sufficient conditions formulated in terms of bilinear matrix inequalities for the H control problem are established such that the resulting closed-loop system is stochastically stable and achieves a prescribed H noise attenuation level. A suboptimal algorithm with line search is exploited to solve for the associated controller gains. Effectiveness of the developed theoretical results is verified via a numerical example. Copyright (c) 2015 John Wiley & Sons, Ltd.