Robust H∞ Control for Ito Stochastic Systems with Markovian Switching and Probabilistic Sampling

In this paper, the problem of robust H infinity control for sampled-data stochastic systems with Markovian switching and parameter uncertainties is investigated. By converting probabilistic sampling into time-varying delays, the concerned system is transformed into a time-varying delays stochastic system. Then, by constructing a new Lyapunov functional, a sufficient condition is derived to guarantee the exponential mean-square stability of the system as well as the H infinity norm is less than a given level. And then, the expression of desired controller is obtained in terms of the solution to certain linear matrix inequalities. Finally, a numerical simulation example is exploited to show the effectiveness of the theoretical results.