IEEE Transactions on Automatic Control, Vol.45, No.1, 77-83, 2000
Robust H-infinity control of uncertain Markovian jump systems with time-delay
This correspondence is concerned with the robust stochastic stabilizability and robust H-infinity 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 conditions on the existence of a robust stochastic stabilizing and gamma-suboptimal H-infinity state-feedback controller are presented using the Lyapunov functional approach. It is shown that a robust stochastically stabilizing H-infinity state-feedback controller can be constructed through the numerical solution of a set of coupled linear matrix inequalities.