Gain Scheduled State Feedback Synthesis for Markovian Jump Systems with Mode Transition Probabilities Depending on Time-Varying Parameters

Abstract

This paper discusses gain-scheduled state feedback synthesis problems for Markovian jump systems with some time-varying parameters that are available online. In particular, we consider those systems with such time-varying parameters not only in the coefficient matrices but also in the mode transition probability matrices. This paper discusses the stability analysis and synthesis methods of the gain-scheduled state feedback under such a situation that these time-varying parameters are exploited. The effectiveness of the methods is demonstrated through numerical examples.