Estimation and Synthesis of Reachable Set for Singular Markovian Jump Systems

Abstract

The problems of reachable set estimation and state-feedback controller design are investigated for singular Markovian jump systems with bounded input disturbances. Based on the Lyapunov approach, several new sufficient conditions on state reachable set and output reachable set are derived to ensure the existence of ellipsoids that bound the system states and output, respectively. Moreover, a state-feedback controller is also designed based on the estimated reachable set. The derived sufficient conditions are expressed in terms of linear matrix inequalities. The effectiveness of the proposed results is illustrated by numerical examples.