Robust and Non-fragile H∞ Control for a Class of Uncertain Jump Linear Systems

This paper describes the synthesis of robust and non-fragile H∞ state feedback controllers for a class of uncertain jump linear systems with Markovian jumping parameters and state multiplicative noises. Under the assumption of a complete access to the norm-bounds of the system uncertainties and controller gain variations, sufficient conditions on the existence of robust stochastic stability and γ-disturbance attenuation H∞ property are presented. A key feature of this scheme is that the gain matrices of controller are only based on It, the observed projection of the current regime rt.