Energy-to-peak control for ito stochastic differential systems with time delay and Markovian switching

The problem of energy-to-peak control for a class of continuous time-varying delay systems with Markovian switching parameters is discussed. In this paper, such control problem requires that the resulted closed-loop system is exponentially stable in mean square sense with given L2-H_infindisturbance attenuation. The Markovian switching considered here forms a continuous-time discrete-time homogeneous Markov process. In terms of stochastic Lyapunov function method and linear matrix inequality, sufficient criterion for such control problem is proposed. Additionally this note also corrects some previous results. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.