Non-fragile H∞ control for neutral stochastic hybrid systems with time-varying delay

The robust non-fragile H∞ control problems for neutral stochastic hybrid systems with time-varying delay are studied in this paper. Firstly, a delay-dependent stochastic Markovian jumping bounded real lemma is presented in terms of linear matrix inequalities(LMIs). Secondly, based on the bounded real lemma, for both the case of additive and multiplicative controller uncertainties, delay-dependent sufficient conditions for the solvability of non-fragile H∞ control for nominal neutral stochastic hybrid systems with time-varying delay and neutral stochastic hybrid systems with time-varying delay are derived by taking a Lyapunov-Krasovskii functional and its Itô derivative. The desired state feedback controller can be developed by solving some certain LMIs. At last, a numerical example is given to show the validity of the obtained results and the effectiveness of the proposed method.