Relaxed H_∞ controller design for continuous Markov jump system with incomplete transition probabilities

This paper studies the H_∞ state feedback control of continuous-time Markov jump linear systems (MJLSs) with incomplete transition probabilities (TPs) which are allowed to be known, uncertain with known lower and upper bounds, and completely unknown. Combining the TP property and a matrix transformation technique, a new method for the H_∞ controller synthesis is proposed in terms of linear matrix inequalities (LMIs). The dominant feature of the proposed method is that two sets of slack variables without coupling relationship are introduced. It is shown that the proposed method is less conservative than the existing result. The effectiveness of the proposed method is further illustrated by numerical examples.