Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems (Q1922946)

This paper deals with \(H_\infty\)-control problems for the class of discrete-time Markovian jump linear systems. The authors obtained a necessary and sufficient condition for the existence of a state-feedback controller that stabilizes the system and ensures that the output is smaller than some prespecified bound. This condition is derived in terms of a set of infinite coupled algebraic Riccati equations, using the concepts of stochastic stabilizability and detectabiliy.