Robust H∞ control of uncertain Markovian jump systems with time-delay

Abstract

This correspondence is concerned with the robust stochastic stabilizability and robust H∞ disturbance attenuation for a class of uncertain linear systems with time delay and randomly jumping parameters The transition of the jumping parameters is governed by a finite-state Markov process. Sufficient conditionson the existence of a robust stochastic stabilizing and γ-suboptimal H∞ state-feedback controller are presented using the Lyapunov functional approach. It isshown that a robust stochastically stabilizing H∞ state-feedback controller can be constructed through the numerical solution of a set of coupled linear matrix inequalities. © 2000 IEEE.