Robust Model Predictive Control for a Class of Discrete-Time Markovian Jump Linear Systems With Operation Mode Disordering

For a class of discrete-time Markovian jump linear systems subject to operation mode disordering, a robust model predictive control method can be proposed to solve this issue. A bijective mapping scheme between the original random process and a new random process is studied to cope with the problem of operation mode disordering. At each sampling time, the original "min-max" optimization problem is transformed into a convex optimization problem with linear matrix inequalities so that the complexity of solving the optimization problem can be greatly reduced. The sufficient stability condition of the Markovian jump linear systems can be achieved by using the Lyapunov stability theory. Moreover, a state feedback control law is obtained, which minimizes an infinite prediction horizon performance cost. Furthermore, the cases of uncertain and unknown transition probabilities are also considered in this paper. The simulation results show that the proposed method can guarantee the optimal control performance and the stability of Markovian jump linear systems.