Robust control for a class of Markov switched linear systems with linear fractional uncertainties

The robust control problem for a class of continuous-time Markov switched linear systems with Wiener process disturbance with linear fractional uncertainties via switched state feedback and switched dynamic output feedback is investigated, respectively. Our attention is focused on the design of state feedback controllers and dynamic output feedback controllers so that the whole close-loop system is robust stochastic stabilization based on multiple Lyapunov function and LMI approach. Finally, two numerical examples are presented to illustrate the effectiveness of the obtained theoretical results.