Stabilisation and H∞ control of neutral stochastic delay Markovian jump systems

Abstract

ABSTRACTThis paper investigates the exponential stabilisation and H∞ control problem of neutral stochastic delay Markovian jump systems. First, a delay feedback controller is designed to stabilise the neutral stochastic delay Markovian jump system in the drift part. Second, sufficient conditions for the existence of feedback controller are proposed to ensure that the resulting closed-loop system is exponentially stable in mean square and satisfies a prescribed H∞ performance level. Finally, numerical examples are provided to show the effectiveness of the proposed design methods.