H_∞ Tracking with Preview for Linear Continuous-Time Markovian Jump Systems Including Infinite Horizon Case

Abstract

In order to design tracking control systems for a class of systems with rapid or abrupt changes, it is effective in improving tracking performance to construct preview control systems considering future information of reference signals ([12]). In this paper we study the H_∞ tracking problems with preview by state feedback for linear continuous-time Markovian jump systems on the finite and infinite time intervals. In the case of infinite time horizon the necessary and sufficient conditions for the solvability of the H_∞ tracking problem with preview are given by coupled algebraic Riccati equations (CAREs) or coupled linear matrix inequalities (LMIs).