H2 Control of Markovian Jump Systems with Input Saturation and Incomplete Knowledge of Transition Probabilities

This paper proposes an Script capital H2 state-feedback controller for Markovian jump systems with input saturation and incomplete knowledge of transition probabilities. The proposed controller is developed using second-order matrix polynomials of an incomplete transition rate to derive less conservative stabilization conditions. The proposed controller not only guarantees Script capital H2 performance but also rejects matched disturbances. The effectiveness of the proposed method is demonstrated using three numerical examples.