H_∞ Tracking with Preview for Linear Continuous-Time Markovian Jump Systems by Output Feedback

Abstract

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 linear continuous-time 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 consider the case that the measured output is only partially observed and present the design theory by output feedback.