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G-98-63

\({\cal H}^\infty\) Control for Linear Time-Delay Systems with Markovian Jumping Parameters

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This paper deals with the robust \({\cal H}^\infty\) 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 \({\cal H}^\infty\) 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.

, 24 pages