Robust L_2-L_8 Control for Jump Systems Subject to Actuator Saturation

In order to solve the L
₂
-L
_infin
control problem for a class of Markov jump systems subject to actuator saturation, a design method of the mode-dependent dynamic output feedback controllers is proposed.Based on stochastic stability for the closed-loop system, L
₂
-L
_infin
dynamic output feedback controller is designed. The concept of domain of attraction is used to analyze the stochastic stability and a sufficient condition which guarantees the intersection of ellipsoid invariant set under different modes in the domain of attraction is presented. The solvability condition of robust L
₂
-L
_infin
controllers can be equivalent to a feasibility problem of coupled linear matrix inequalities (LMIs). Furthermore, a convex optimization problem with LMI constraints is formulated to design the optimal L
₂
-L
_infin
controller such that the closed-loop system is stochastically stable and the cost function value is minimized. A numerical example is given to verify the effectiveness of this method.