Robust H-infinity control for uncertain discrete-time Markovian jump systems with actuator saturation

The design of robust H-infinity controller for uncertain discrete-time Markovianjump systems with actuator saturation is addressed in this paper. The parameter uncertainties are assumed to be norm-bounded. Linear matrix inequality （LMI） conditions are proposed to design a set of controllers in order to satisfy the closed-loop local stability and closed-loop H-infinity performance. Using an LMI approach, a set of state feedback gains is constructed such that the set of admissible initial conditions is enlarged and formulated through solving an optimization problem. A numerical example is given to illustrate the effectiveness of the proposed methods.