On the robust control of continuous-time Markov jump linear systems subject to block-diagonal uncertainty

This paper addresses the robust H₂ and H_∞ control problems for continuous-time Markov jump linear systems subjected to block-diagonal perturbations. The proposed approach features the introduction of more powerful scaling techniques than the ones available in the current Markov jump linear systems literature. We further propose uncertainty-dependent LMI design methods to treat the case of polytopic uncertainty on the transition rates of the Markov process. In the end of the paper, an application of the main results is illustrated with a numerical example.