Robust H2H2 control of continuous-time Markov jump linear systems

This paper is concerned with the problem of designing robust H2H2 state-feedback controllers for continuous-time Markov jump linear systems subject to polytopic-type parameter uncertainty. Based on the parameter-dependent Lyapunov function approach, a new method for designing robust H2H2 controllers is presented in terms of solutions to a set of linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed design method.