A note on the robust control of Markov jump linear uncertain systems

This note addresses a robust control problem of continuous-time jump linear Markovian systems subject to norm-bounded parametric uncertainties. The problem is expressed in terms of a H∞ control problem as in the purely deterministic case. The present formulation is simpler and it contains previous results in the literature as particular cases. Robust state feedback controllers are parameterized by means of a set of linear matrix inequalities. The result is illustrated by solving some examples numerically. Copyright © 2002 John Wiley & Sons, Ltd.