Dynamic Output Feedback Finite-Horizon Control for Markov Jump Systems With Actuator Saturations

Abstract

This paper considers the problem of asynchronous observer-based finite-horizon control of Markov jump systems (MJSs) with actuator saturations. The hidden Markov model is employed to describe asynchronous phenomenon between observer-based controller and the plant, where the observer designed has its own jumping mode that is different from that of the controlled plant. The purpose of this paper is to develop an asynchronous observer-based controller to ensure that an H∞ performance index, over a given finite-horizon, can be satisfied for MJSs with actuator saturation. A sufficient condition is derived to guarantee that the H∞ performance index can be achieved by using the stochastic Lyapunov function theory and S-Procedure lemma. Then, a recursive linear matrix inequality (RLMI) approach is applied to design the gains of the controller and observer. Finally, an example is given to verify the proposed algorithm.

Keywords

• Markov jump systems (MJSs)
• finite-horizon control
• actuator saturation
• asynchronous control
• observer