Stochastic Mixed H2 H ∞ Control of Time-Varying Delay Systems

Abstract: This paper deals with the class of continuous-time linear systems with Markovian jumps and time-delay. The delay in the system dynamics is assumed to be time-varying. Under norm-bounded uncertainties and based on the Lyapunov method, a mixed H2/H ∞ controller that minimizes the H2 performance measure when satisfying a prescribed H ∞ norm bound on the closed-loop system is proposed. LMI-based sufficient conditions for the exis-tence of the mixedH2/H ∞ controller and the upper bound of the performance measure are developed