Robust dissipative control for time-delay stochastic jump systems

A robust dissipative control problem for a class of Itôtype stochastic systems is discussed with Markovian jumping parameters and time-varying delay. A memoryless state feedback dissipative controller is developed based on Lyapunov-Krasovskii functional approach such that the closed-loop system is robustly stochastically stable and weakly delay-dependent (RSSWDD) and strictly (Q, S, R)-dissipative. The sufficient condition on the existence of state feedback dissipative controller is presented by linear matrix inequality (LMI). And the desired controller can be concluded as solving a set of LMI. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.