Robust mixed H2/H∞ model predictive control for Markov jump systems with partially uncertain transition probabilities

This paper addresses the control problem for a class of discrete-time Markov jump linear systems with partially unknown transition probabilities using model predictive controller subject to external disturbances and input constraints. Our focus is on the design of a model predictive controller to stabilize the system with a given mixed H2/H∞ performance index. Sufficient conditions are derived in terms of a set of linear matrix inequalities. Examples are presented to demonstrate the effectiveness of the proposed controller design method.