Delay-Dependent H_∞ Control for Descriptor Markovian Jump Systems with Time-Varying Delay

This paper is concerned with the delay-dependent H∞ control problem for continuous-time descriptor Markovian jump systems with time-varying delay. By constructing various Lyapunov-Krasovskii functionals for different subsystems, together with delay decomposition method, a new delay-dependent bounded real lemma (BRL) is derived, under which descriptor Markovian jump time-delay systems are regular, impulse-free, and stochastically stable and satisfy a prescribed H∞ performance level. Since the reciprocally convex combination approach is adopted to estimate the upper bound of the integral terms, the BRL obtained in this paper is less conservative than some existing ones. Based on the proposed BRL, a sufficient condition for the existence of state feedback controller is provided. Finally, three numerical examples are provided to demonstrate the validity of the proposed methods.