Adaptive static output feedback controller design for stochastic jump systems

In this paper, the problem of designing the static output feedback controller for a class of stochastic jump systems with matched uncertainties is considered. A new approach is developed to design the virtual controller using only output information. Unknown upper bounds of uncertainties can be estimated by adaptive control method. Based on backstepping techniques and Lyapunov stability theorem, the resulting closed-loop system is bounded in probability. The adaptive control problem for the Markovian jump systems is solvable if a set of coupled linear matrix inequalities (LMIs) have solutions. A numerical example is given to show the potential of the proposed techniques.