This paper investigates the stochastic H ∞ tracking control problem for a class of nonlinear stochastic Markovian jump systems. The attention is focused on the design of a fuzzy observer‐based fuzzy controller such that an H ∞ model reference tracking performance is guaranteed for admissible disturbances. A sufficient condition is established to guarantee the existence of the desired robust controller, which is given in terms of a set of coupled matrix inequalities. Moreover, a novel decoupled method is proposed to transform the sufficient condition into some linear matrix inequality (LMI) form such that observer gains and control gains can be simultaneously obtained by solving a set of LMIs. Finally, a simulation example is presented to illustrate the effectiveness of the proposed design method.
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Huang et al. (2010) studied this question.
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