H/sub /spl infin// control for singularly perturbed systems in the presence of Markovian jump parameters

In this paper, we study the problem of H/sub /spl infin// control for singularly perturbed linear continuous-time systems with Markovian jump parameters. On the basis of reduced order technique, our attention is focused on the designing of state feedback control such that both stochastic stability and a prescribed H/sub /spl infin// performance for the full order system are achieved. It has been shown that the above problem can be solved if a set of coupled Riccati equations has solution. The asymptotic behaviour of the composite controller is analyzed when the singular perturbation is sufficiently small.