Dynamic output feedback control for Markovian jump systems with time-varying delays

This study investigates the problems of delay-dependent H_∞ output feedback control for Markovian jump systems with time-varying delays. Firstly, the improved delay-dependent stochastic stability is obtained by constructing a new Lyapunov-Krasovskii functional. Neither free-weighting matrix approach nor model transformation is involved in the derivative of the criterion. Then, a new bounded real lemma (BRL) for Markovian jump systems is established. Based on the proposed BRL, a full-order dynamic output feedback controller is designed to ensure the stochastic stability and a prescribed H_∞ performance level for the closed-loop systems. Finally, two numerical examples are provided to demonstrate the effectiveness of the proposed approaches.