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On Necessary and Sufficient Conditions for H Output Feedback Control of Markov Jump Linear Systems

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2 Author(s)
Li Li ; Melbourne Univ., Melbourne ; Ugrinovskii, V.A.

This note addresses the output feedback Hinfin control problem for continuous-time Markov jump linear systems. It is shown that the feasibility of a certain set of linear matrix inequalities is both sufficient and necessary for the existence of a solution. Under standard assumptions, we also give a Riccati-type sufficient and necessary condition for an Hinfin-suboptimal controller to exist.

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Automatic Control, IEEE Transactions on  (Volume:52 ,  Issue: 7 )