H/sub ∞/ state-feedback control of jump linear systems

Abstract

The paper deals with the H/sub /spl infin// norm (or L/sub 2/ gain) of a linear system subject to Markovian jumps. We show how to compute an upper bound on this quantity, and provide a robustness interpretation. We then show how to compute state-feedback control laws, both mode-dependent and mode-independent, ensuring mean-square stability and a given L/sub 2/-gain bound. Our solutions are given in terms of convex optimization problems over linear matrix inequalities.