Optimal disturbance attenuation for discrete-time switched and Markovian jump linear systems

An exact condition for uniform stabilization and disturbance attenuation for switched linear systems is given in the discrete-time domain via the union of an increasing family of linear matrix inequality conditions. Associated with each Markovian jump linear system is a switched linear system, so we obtain a necessary and sufficient condition for almost sure uniform stabilization and disturbance attenuation for Markovian jump linear systems as well. The results lead to semidefinite programming - based controller synthesis techniques, from which optimal finite-path-dependent linear dynamic output feedback controllers arise naturally. In particular, under the notion of path-by-path optimal disturbance attenuation, finite-path-dependent controllers can outperform the usual modedependent ones.