G-98-63
H∞ Control for Linear Time-Delay Systems with Markovian Jumping Parameters
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This paper deals with the robust H∞
control problem for uncertain continuous-time linear time-delay system with Markovian jumping parameters (ULTDSMJP). Based on the Lyapunov functional, a sufficient condition that assures the robust stochastic stabilizability and preserves the H∞
disturbance attenuation for the uncertain class of linear time-delay systems with Markovian jumping parameters (ULTDSMJP) is established. The uncertainties we consider in this paper are of norm bounded type. A numerical example is given to demonstrate the usefulness of our results.
Published November 1998 , 24 pages