  In this paper, we study state-feedback control of Markov jump linear systems
with partial information. In particular, we assume that the controller can only
access the mode signals according to a hidden-Markov observation process. Our
formulation generalizes various relevant cases previously studied in the
literature on Markov jump linear systems, such as the cases with perfect
information, no information, and cluster observations of the mode signals. In
this context, we propose a Linear Matrix Inequalities (LMI) formulation to
design feedback control laws for (stochastic) stabilization, $H_2$, and
$H_\infty$ control of discrete-time Markov jump linear systems under
hidden-Markovian observations of the mode signals. We conclude by illustrating
our results with some numerical examples.
