Stabilization of discrete-time Markovian jump systems with partially unknown transition probabilities (Q652195)

In this paper, new stochastic stability criteria for discrete-time Markovian jump system with partially unknown transition probabilities are developed. More specifically, the first criterion (see Theorem 3.1) is given for the closed-loop system \[ \begin{aligned} x(k+1)&=A(\eta(k))\,x(k)+B(\eta(k))\,K(\eta(k-\tau_n))\,x(k-\tau_x(k)),\quad k\neq\sigma_d,\quad d\in\mathbb{Z}^+,\\ x(\sigma_d+1)&=G(\eta(\sigma_d))\,x(\sigma_d),\quad d\in\mathbb{Z}^+, \end{aligned} \] with linear matrix inequalities with equality constraints. If there are no time delays and impulsive effects in the controller, it is shown (see Theorem 3.3) that the conditions for the existence of \(H_{\infty}\) controller can be expressed by linear matrix inequalities without equality constraints. Some numerical examples are provided in Section 4.