Output Feedback Stabilization for Stochastic Markov Jump Systems

This paper investigates the problems of static output feedback control for uncertain stochastic Markov jump systems.This paper designs a static output feedback controller so that the closed-loop system is mean-square stable for all admissible uncertainties.Sufficient conditions are obtained to guarantee that the involved system has robust stabilization in terms of matrix inequalities.The substitutive LMI method is adopted to solve these matrix inequalities.A possible numerical algorithm is proposed to design the corresponding output feedback controller.A numerical example is given to illustrate the effectiveness of the given method.