Robust Stability and H∞ Control of Discrete-Time Jump Linear Systems With Time-Delay: An LMI Approach*

This paper considers the class of discrete-time jump linear systems with time-delay and polytopic uncertain parameters. The problems of delay-independent robust stability, stabilization and H∞ control are cast into the framework of linear matrix inequality (LMI) and thus solved by LMI Toolbox of Matlab. By extending the system state, the system with time-delay is converted into a higher dimension Markov jump system without time-delay, and thus can be handled as a standard jump linear system with uncertain parameters. Numerical examples are provided to show the usefulness of the theoretical results.