This paper deals with the uncertain class of continuous-time linear systems with Markovian jumping parameters and multiplicative Brownian disturbance. A design method for a non fragile robust controller for this class of systems is proposed when the uncertainties in the system are of norm bounded types. LMI based sufficient condition is developed. The methodology used is mainly based on Lyapunov approach. A numerical example is presented to show the usefulness of the proposed results.
Paru en octobre 2003 , 15 pages