Non-fragile feedback control with gain performance of uncertain neutral-type stochastic Markovian jump systems

This paper deals with the problem of robust non-fragile observer-based state feedback control for a class of uncertain neutral-type stochastic Markovian jump systems subject to parameter uncertainties and time-delay. The attention is focused on the design of a non-fragile observer and a non-fragile controller that guarantees exponential mean-square stability and L2$\mathcal {L}_2$ gain performance of the closed-loop system. By using Lyapunov functional theory, delay-dependent less conservative sufficient conditions in terms of linear matrix inequalities (LMIs) based on a new bounded lemma are established to check the feasibility of these two properties. Furthermore, the results are extended to nominal systems without state delay in its derivative. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed method.