抄録
In this paper we study the H∞ tracking problems with preview for a class of linear continuous-time Markovian jump systems. The systems are described by the switching systems with Markovian mode transition. The necessary and sufficient conditions for the solvability of the H∞ tracking problem are given by coupled Riccati differential equations with terminal conditions. Correspondingly feedforward compensators introducing future information are given by coupled differential equations with terminal conditions. In this paper we focus on the derivation method of preview compensator dynamics from the point of view of dynamics constraint. We derive the pair of coupled preview compensator dynamics and coupled Riccati differential equations by calculating the first variation of the performance index under the dynamics constraint.
