Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay

This paper studies the problem of control for discrete time delay linear sy stems with Markovian jump parameters. The system under consideration is sub jected to both time-varying norm-bounded parameter uncertainty and unknown time delay in the state, and Markovian jump parameters in all system matric es. We address the problem of robust state feedback control in which both r obust stochastic stability and a prescribed H-infinity performance are requ ired to he achieved irrespective of the uncertainty and time delay. it is s hown that the above problem can be solved if a set of coupled linear matrix inequalities has a solution.