Observer-Based Control for Markovian Jump Systems with Generally Bounded Transition Rates

This paper concerns the problem of observer-based controller design for a class of Markovian jump systems, in which the transition rate is generally bounded. In order to estimate the states, a suitable observer is designed. By using linear matrix inequalities (LMIs), sufficient conditions are given to guarantee the stochastic stability of the closed-loop system under the observer-based controller. Finally, a simulation example is given to show the effectiveness of the developed techniques.