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This paper investigates the problem of static output feedback H∞ control for discrete-time Markov jump systems (MJSs) with partly unknown transition probabilities. Two design methods are presented to deal with it respectively. First, similar to the existing method of dealing with the unknown part of transition probabilities and with the help of the Finsler's Lemma, two sets of slack variables with...
This paper investigates the problem of H∞ filtering for discrete-time Markov jump systems with partly unknown transition probabilities (TPs). The filter to be designed is assumed to be mode-dependent. Firstly, with the help of the Finsler's Lemma, two sets of slack variables with special structure are introduced to provide an improved mode-dependent H∞ filters design method with extra degrees of freedom...
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