Robust guaranteed cost control for singular Markovian jump systems with time-varying delay.

This paper is concerned with the guaranteed cost control for continuous-time singular Markovian jump systems with time-varying delay. Without using the free weighting matrices method, a delay-range-dependent condition is derived in terms of strict linear matrix inequality (LMI), which guarantees that the singular system is regular, impulse free and mean-square exponentially stable with an H(∞) performance. Based on this, the existence condition of the guaranteed cost state feedback controller is proposed. A numerical example is given to illustrate the effectiveness and less conservatism of the proposed design method.

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