Observer-Based H∞ Control on Nonhomogeneous Discrete-Time Markov Jump Systems

This paper concerns the problem of observer-based H-infinity controller design for a class of discrete-time Markov jump systems with nonhomogeneous jump parameters. A nonhomogeneous jump transition probability matrix is described by a polytope set, in which values of vertices are given. By Lyapunov function approach, under the designed observer-based controller, a sufficient condition is presented to ensure the resulting closed-loop system is stochastically stable and a prescribed H-infinity performance is achieved. Finally, a simulation example is given to show the effectiveness of the developed techniques.