International Journal of Control, Vol.87, No.1, 32-40, 2014
Controller design for nonlinear quadratic Markov jumping systems with input saturation
This paper deals with the controller design problem of nonlinear quadratic Markov jumping systems with input saturation. Both mode-dependent and mode-independent state feedback controllers are designed. By using the concept of domain of attraction in mean square sense, sufficient conditions for stochastic stabilisation for nonlinear quadratic systems are derived in terms of linear matrix inequalities. Certain existing results are improved. Simulation examples are presented to illustrate the effectiveness of the proposed technique.