A new delay-dependent stability condition and H/sub /spl infin// control for jump time-delay systems

This paper studies the problem of the stochastic stability and H/sub /spl infin// control for the continuous-time time-delay systems with randomly Markovian jumping parameters. A new delay-dependent condition on the stochastic stability is proposed using a new stochastic Lyapunov-Krasovskii functional. The condition is formulated as a set of coupled linear matrix inequalities. Then a new stable H/sub /spl infin// control design method is developed. At last a numerical example illustrates the effectiveness of the proposed approach, and the conservativeness is compared with the existing results.