Output-feedback control for singular Markovian jump systems with input saturation

This paper considers the problem of dynamic output-feedback stabilization for singular Markovian jump systems with input saturation. The stabilization and set invariance conditions are first formulated in terms of non-convex matrix inequalities which is not linear matrix inequalities (LMIs). This paper, however, successfully derives the necessary and sufficient conditions for the non-convex inequalities in terms of LMIs. Also, an optimization problem is formulated to find the largest contractively invariant set in mean square sense of the closed-loop systems. Two numerical examples show the validity of the derived results.