DOI: 10.1002/rnc.3774 ISSN:

Constrained control of uncertain nonhomogeneous Markovian jump systems

Yanyan Yin, Zongli Lin
  • Electrical and Electronic Engineering
  • Industrial and Manufacturing Engineering
  • Mechanical Engineering
  • Aerospace Engineering
  • Biomedical Engineering
  • General Chemical Engineering
  • Control and Systems Engineering


This paper addresses the problem of robust stabilization for uncertain systems subject to input saturation and nonhomogeneous Markovian jumps, where the uncertainties are assumed to be norm bounded and the transition probabilities are time‐varying and unknown. By expressing the saturated linear feedback law on a convex hull of a group of auxiliary linear feedback laws and the time‐varying transition probabilities inside a polytope, we establish conditions under which the closed‐loop system is asymptotically stable. On the basis of these conditions, the problem of designing the state feedback gains for achieving fast transience response with a guaranteed size of the domain of attraction is formulated and solved as a constrained optimization problem with linear matrix inequality constraints. The results are then illustrated by numerical examples including the application to a DC motor speed control example. Copyright © 2017 John Wiley & Sons, Ltd.

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