Robust Variance-Constrained Control of a Class of Stochastic Hybrid Systems

The design problem of state feedback robust variance controller which guarantee the closed-loop steady-state variance to be less than a given upper bound and some H
_infin
performance is concerned for a class of Markov jump systems which mode is not available completely. Based on LMI method, system variance has been analyzed and the existence conditions for such controllers are proposed and proved. A parameterized representation of a set of desired controllers is characterized in terms of the feasible solutions to a set of LMIs.