H∞ control for discrete-time singular Markov jump systems subject to actuator saturation

Abstract In this paper, the H ∞ control problem for discrete-time singular Markov jump systems with actuator saturation is considered. A sufficient condition is obtained which guarantees that the discrete-time singular Markov jump system with actuator saturation is regular, causal, bounded state stable, and satisfies the H ∞ performance. With this condition, and based on singular value decomposition approach, the design method of H ∞ state feedback controller is developed by using linear matrix inequalities (LMIs) optimization problem. Numerical examples are given to illustrate the effectiveness of the proposed methods.

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