Controller design for Markov jumping systems subject to actuator saturation

In this paper, the stochastic stabilization problem for a class of Markov jumping linear systems (MJLS) subject to actuator saturation is considered. The concept of domain of attraction in mean square sense is used to analyze the closed-loop stability. When the jumping mode is available, a mode-dependent state feedback controller is developed. Otherwise, we give a less conservative approach to design the mode-independent state feedback controller. Both design procedures can be converted into a set of linear matrix inequalities (LMIs). Finally, a numerical example is provided to show the effectiveness of the techniques.