Robust control for Markovian jumping discrete-time systems

In this paper, we investigate the H-infinity control problem for a class of linear discrete-time systems with Markovian jumping parameters. The jumping parameters considered here is modelled by a discrete-time Markov process. Our attention is focused on the design of linens state feedback controller such that both stochastic stability and a prescribed H-infinity performance are required to be achieved when the real system under consideration has different types of uncertainty. Sufficient conditions are proposed to solve the above problem, which are in tel ms of a set of solutions of coupled algebraic Riccati inequalities. An example is given to show the potential of the proposed techniques.