On necessary and sufficient conditions for H<inf>∞</inf> output feedback control of Markov jump linear systems

This note addresses the output feedback H∞ control problem for continuous-time Markov jump linear systems. It is shown that the feasibility of a certain set of linear matrix inequalities is both sufficient and necessary for the existence of a solution. Under standard assumptions, we also give a Riccati-type sufficient and necessary condition for an H∞-suboptimal controller to exist. © 2007 IEEE