H 2 Control of Markovian Jump Systems with Input Saturation and Incomplete Knowledge of Transition Probabilities

This paper proposes an ℋ 2 state-feedback controller for Markovian jump systems with input saturation and incomplete knowledge of transition probabilities. The proposed controller is developed using second-order matrix polynomials of an incomplete transition rate to derive less conservative stabilization conditions. The proposed controller not only guarantees ℋ 2 performance but also rejects matched disturbances. The effectiveness of the proposed method is demonstrated using three numerical examples.