On Necessary and Sufficient Conditions for H-Infinity Output Feedback Control of Markov Jump Linear Systems

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Journal Article
IEEE Transactions on Automatic Control, 2007, 52 (7), pp. 1287 - 1292
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This note addresses the output feedback Hinfin 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 Hinfin-suboptimal controller to exist.
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