Abstract

The problem of realtime reachable set estimation (RSE) for a class of Markov jump systems is studied in this paper. A method is proposed for estimating realtime reachable set of the Markov jump systems with known inputs, bounded disturbances and nonzero initial conditions. By utilizing the linear matrix inequalities (LMIs) and the Lyapunov stability theory, sufficient conditions for estimating the realtime reachable set of Markov jump systems are given, and the reachable set of the resulting systems is meansquare (MS) bounded by the prescribed ellipsoid. The validity of the theoretical analysis is verified by numerical simulation.