Stabilization for a class of neutral Markovian jump delayed systems with input saturation

This note is concerned with the state feedback controller design problem for a class of Markov jump delay systems of the neutral-type. The problem addressed is that of designing a h_∞ controller that guarantees the stochastic stability of the closed-loop system subject to actuator saturation. An effective Linear Matrix Inequality(LMI) approach is developed to solve this problem. By solving LMIs, sufficient conditions for a neutral-type delay Markov jump delay system to be stochastically stable are established, and an h_∞ controller with disturbance attenuation level γ is given. Furthermore, an illustrative example is used to demonstrate the validity of the proposed design procedure.