Anti-windup design of uncertain discrete-time Markovian jump systems with partially known transition probabilities and saturating actuator

This paper carries out a study on the design of anti-windup gains for uncertain discrete-time Markovian jump systems subject to both actuator saturation and partially known transition probabilities. The parameter uncertainties appearing in both the state and input matrices are assumed to be time-varying and norm-bounded. Under the assumption that a set of linear dynamic output feedback controllers have been designed to stabilise the Markovian jump system in the absence of actuator saturation, anti-windup compensation gains are designed for maximising the domain of attraction of the closed-loop system with actuator saturation. Then, by solving a convex optimisation problem with constraints of a set of linear matrix inequalities, the anti-windup compensation gains are obtained. A simulation example is provided to illustrate the effectiveness of the proposed technique.