Disturbance attenuation and rejection for stochastic Markovian jump system with partially known transition probabilities

Abstract

In this paper, the problem of disturbance attenuation and rejection is investigated for stochastic Markovian jump system with multiple disturbances, which include white noises and disturbances with partially known information. A disturbance observer is designed to estimate the disturbances with partially known information. Based on the estimation value, a disturbance observer based attenuation and rejection controller is constructed such that the closed-loop system is asymptotically bounded in mean square or asymptotically stable in probability under different conditions. Finally, a numerical example is given to illustrate the effectiveness of the proposed approach.