Delay-dependent robust stability and H∞ control for jump linear systems with delays

This paper considers robust stochastic stability, stabilization and H_∞ control problems for a class of jump linear systems with time delays. By taking some zero equations, neither model transformation nor bounding for cross terms is required to obtain the delay-dependent results, which are given in terms of linear matrix inequalities (LMIs). Maximum sizes of time delays are also studied for system stability. Furthermore, solvability conditions and corresponding H_∞ control laws are given which provide robust stabilization with a prescribed H_∞ disturbance attenuation level γ. Numerical examples show that our proposed methods are much less conservative than existing results.