IEEE Transactions on Automatic Control, Vol.52, No.7, 1287-1292, 2007
On necessary and sufficient conditions for H-infinity output feedback control of Markov jump linear systems
This note addresses the output feedback H infinity control problem for continuous-time Markov jump linear systems. It is shown that the feasibility of a certain set of linear matrix inequalities is both sufficient and necessary for the existence of a solution. Under standard assumptions, we also give a Riccati-type sufficient and necessary condition for an H infinity-suboptimal controller to exist.