Guaranteed cost control for discrete-time Markovian jump linear system with mode-dependent time-delays

This paper addresses the guaranteed cost control problem for the class of discrete time Markovian jump linear systems with uncertain parameters and time-delays, which are assumed to be dependent on the system mode. Sufficient and necessary conditions for the system to be mean square quadratic stable (MSQS) is obtained. An LMI-based method to design a memory less state feedback controller which stabilizes the system in the MSQS sense and guarantees a certain cost bound is developed.