Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices

This paper focuses on stability and stabilization for a class of continuous-time Markovian jump systems with partial information on transition probability. The free-connection weighting matrix method is proposed to obtain a less conservative stability criterion of Markovian jump systems with partly unknown transition probability or completely unknown transition probability. As a result, a sufficient condition for the state feedback controller design is derived in terms of linear matrix inequalities. Finally, numerical examples are given to illustrate the effectiveness and the merits of the proposed method.