Robust H_∞ Control for Stochastic Markovian Jump Systems

摘要

The robust H_∞, control problem for stochastic Markovian jump systems is studied in this paper. The stochastic Markovian jump-bounded real lemma is given firstly, and using the lemma, the stochastic robust H_∞ controller for the stochastic Markovian jump systems is designed. At last, a numerical example is provided to show the usefulness of the lemma and the effectiveness of the proposed method.