H∞ dynamic output feedback control for discrete-time Markov jump systems with partly unknown transition probability

Abstract

This paper considers the development of dynamic output feedback H∞ controllers for a class of discrete-time Markov jump systems with the transition probability matrix partly unknown. Sufficient conditions are proposed to guarantee the stochastic stability of the underlying system through using several linear matrix inequations. The system is not only stabilization under the designed output feedback controller but also with a γ performance. Numberical examples are given to show the potential of the proposed techniques.