Static anti-windup design for nonlinear Markovian jump systems with multiple disturbances

A static anti-windup compensation problem for Markovian jump systems with nonlinearity and multiple disturbances (one disturbance being an energy bounded signal, the other generated from a system expressed in a state-space expression) is studied in this paper. Our first objective is to design stabilizing composite hierarchical anti-disturbance controllers based on output-based disturbance observers, in the absence of actuator saturation, attenuating and rejecting the above two disturbances respectively. The aim is then to design anti-windup compensation gains for the aforementioned controllers such that the system can still be stabilized and the above mentioned two disturbances can continually be attenuated and rejected, respectively, regardless of whether control saturation exists. Sufficient conditions are derived for the existence of the desired disturbance observer gains, controller matrices, and anti-windup compensation gains, guaranteeing prescribed performances.